+448.1%
SN vs VMC
+33.6%
+414.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | +7.6% | +1.1% | +6.4% | +6.8% |
| 30D | +22.4% | +17.7% | +4.8% | +11.6% |
| 3M | +21.7% | +1.1% | +20.6% | +20.7% |
| 6M | +102.8% | +1.8% | +101.0% | +99.5% |
| YTD | +102.4% | +1.5% | +100.9% | +96.7% |
| 1Y | +139.0% | -1.1% | +140.1% | +135.7% |
| 3Y | +440.4% | +38.8% | +401.6% | +369.7% |
| All | +448.1% | +33.6% | +414.5% | +360.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling