+994.0%
SNA vs VT
+346.0%
+648.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | +3.3% | -2.3% | +5.6% | +5.5% |
| 30D | +2.0% | -5.0% | +7.0% | +7.0% |
| 3M | -10.9% | -4.9% | -6.0% | -6.7% |
| 6M | -3.7% | -1.5% | -2.2% | -2.8% |
| YTD | +8.6% | +8.5% | +0.2% | -0.4% |
| 1Y | +10.5% | +11.4% | -0.9% | -1.4% |
| 3Y | +47.8% | +70.1% | -22.3% | -13.3% |
| 5Y | +97.5% | +53.7% | +43.8% | +27.0% |
| 10Y | +205.1% | +220.0% | -14.8% | -3.8% |
| All | +994.0% | +346.0% | +648.0% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling