+134.3%
SN vs VMC
-4.3%
+138.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.2% |
| 7D | +1.4% | -1.7% | +3.1% | +2.4% |
| 30D | +16.6% | +15.3% | +1.3% | +7.7% |
| 3M | +18.3% | +0.3% | +18.0% | +18.1% |
| 6M | +103.1% | +0.9% | +102.2% | +100.3% |
| YTD | +96.7% | -1.0% | +97.7% | +84.2% |
| 1Y | +134.3% | -4.3% | +138.7% | +126.8% |
| All | +134.3% | -4.3% | +138.6% | +126.8% |
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