+142.6%
SN vs VLTO
+18.3%
+124.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | +7.2% | +5.4% | +1.8% | +4.5% |
| 30D | +20.4% | +22.3% | -1.9% | +8.8% |
| 3M | +23.9% | +19.6% | +4.3% | +13.2% |
| 6M | +93.0% | +35.2% | +57.9% | +66.0% |
| YTD | +99.2% | +17.9% | +81.4% | +82.2% |
| 1Y | +142.6% | +19.5% | +123.1% | +119.5% |
| All | +142.6% | +18.3% | +124.3% | +119.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling