+148.0%
SN vs VLTO
+21.9%
+126.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.5% |
| 7D | +1.5% | +1.0% | +0.6% | +1.1% |
| 30D | +21.5% | +17.5% | +4.0% | +12.1% |
| 3M | +20.0% | +21.4% | -1.4% | +8.8% |
| 6M | +119.9% | +38.1% | +81.8% | +86.8% |
| YTD | +102.3% | +19.0% | +83.3% | +84.3% |
| 1Y | +148.0% | +20.7% | +127.3% | +124.2% |
| All | +148.0% | +21.9% | +126.1% | +124.2% |
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