+439.5%
SN vs VMC
+31.2%
+408.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.2% |
| 7D | +7.2% | +0.5% | +6.7% | +6.8% |
| 30D | +20.4% | +15.8% | +4.6% | +10.7% |
| 3M | +23.9% | +0.6% | +23.3% | +23.3% |
| 6M | +93.0% | -4.0% | +97.1% | +96.3% |
| YTD | +99.2% | -0.3% | +99.5% | +95.6% |
| 1Y | +142.6% | -0.5% | +143.1% | +138.4% |
| 3Y | +398.8% | +39.6% | +359.2% | +337.8% |
| All | +439.5% | +31.2% | +408.3% | +358.2% |
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