+406.4%
SN vs VLTO
+54.8%
+351.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.4% |
| 7D | +7.2% | +5.4% | +1.8% | +3.4% |
| 30D | +20.4% | +22.3% | -1.9% | +4.4% |
| 3M | +23.9% | +19.6% | +4.3% | +9.1% |
| 6M | +93.0% | +35.2% | +57.9% | +55.2% |
| YTD | +99.2% | +17.9% | +81.4% | +76.4% |
| 1Y | +142.6% | +19.5% | +123.1% | +111.8% |
| 3Y | +398.8% | +73.9% | +324.9% | +287.7% |
| All | +406.4% | +54.8% | +351.6% | +301.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling