+158.9%
SN vs VMC
+3.7%
+155.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.6% | -0.5% | +1.5% |
| 7D | +10.6% | +12.3% | -1.7% | +3.7% |
| 30D | +20.0% | +21.2% | -1.2% | +7.9% |
| 3M | +30.4% | +4.6% | +25.7% | +27.2% |
| 6M | +91.0% | +3.9% | +87.1% | +85.3% |
| YTD | +95.9% | +5.0% | +91.0% | +79.6% |
| 1Y | +158.9% | +2.6% | +156.3% | +141.3% |
| All | +158.9% | +3.7% | +155.2% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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