+319.5%
SN vs VMC
+21.9%
+297.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.6% |
| 7D | -9.3% | -4.3% | -5.0% | -6.9% |
| 30D | -4.8% | -8.2% | +3.5% | 0.0% |
| 3M | +40.4% | -7.0% | +47.5% | +45.8% |
| 6M | +50.9% | -10.8% | +61.7% | +60.0% |
| YTD | +54.9% | -7.4% | +62.3% | +58.9% |
| 1Y | +43.0% | -9.5% | +52.5% | +48.3% |
| 3Y | +391.8% | +20.5% | +371.4% | +331.5% |
| All | +319.5% | +21.9% | +297.7% | +272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling