+52.6%
SN vs VMC
-11.8%
+64.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.9% |
| 7D | +0.1% | -0.5% | +0.7% | +0.4% |
| 30D | -5.6% | -9.1% | +3.5% | -0.5% |
| 3M | +48.1% | -4.1% | +52.2% | +50.7% |
| 6M | +57.6% | -5.5% | +63.2% | +61.4% |
| YTD | +56.5% | -8.9% | +65.4% | +56.5% |
| 1Y | +52.6% | -12.9% | +65.5% | +53.8% |
| All | +52.6% | -11.8% | +64.4% | +53.8% |
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