+319.5%
SN vs VO
+51.6%
+268.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.7% |
| 7D | -9.3% | -0.3% | -9.1% | -8.8% |
| 30D | -4.8% | -0.3% | -4.5% | -4.2% |
| 3M | +40.4% | +2.9% | +37.5% | +33.8% |
| 6M | +50.9% | +9.3% | +41.6% | +30.5% |
| YTD | +54.9% | +14.2% | +40.8% | +24.7% |
| 1Y | +43.0% | +15.3% | +27.8% | +13.4% |
| 3Y | +391.8% | +56.2% | +335.6% | +171.3% |
| All | +319.5% | +51.6% | +268.0% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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