+93.0%
SN vs VMC
-4.4%
+97.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.3% |
| 7D | +7.2% | +0.5% | +6.7% | +6.8% |
| 30D | +20.4% | +15.8% | +4.6% | +10.4% |
| 3M | +23.9% | +0.6% | +23.3% | +24.0% |
| 6M | +93.0% | -4.0% | +97.1% | +96.8% |
| All | +93.0% | -4.4% | +97.4% | +96.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling