+186.4%
SNA vs VT
+217.6%
-31.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.3% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | +3.6% | -3.1% | +6.6% | +6.5% |
| 3M | -8.6% | -3.5% | -5.1% | -5.7% |
| 6M | +1.1% | +0.5% | +0.6% | +0.1% |
| YTD | +10.4% | +10.8% | -0.3% | -1.0% |
| 1Y | +11.7% | +11.9% | -0.2% | -0.9% |
| 3Y | +49.6% | +73.0% | -23.3% | -14.7% |
| 5Y | +95.1% | +58.6% | +36.5% | +21.1% |
| 10Y | +186.4% | +219.2% | -32.8% | -18.4% |
| All | +186.4% | +217.6% | -31.2% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling