+393.2%
SN vs VLTO
+54.1%
+339.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +3.8% | +12.0% | -8.2% | -4.2% |
| 30D | +17.5% | +20.8% | -3.3% | +2.8% |
| 3M | +19.2% | +20.1% | -0.9% | +4.7% |
| 6M | +84.9% | +32.6% | +52.3% | +50.8% |
| YTD | +94.0% | +17.3% | +76.7% | +72.3% |
| 1Y | +151.3% | +17.3% | +134.0% | +122.4% |
| 3Y | +387.1% | +66.9% | +320.1% | +283.5% |
| All | +393.2% | +54.1% | +339.1% | +291.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling