-82.7%
SNAL vs VT
+90.6%
-173.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +6.9% | +6.8% |
| 7D | -17.0% | -2.3% | -14.7% | -13.6% |
| 30D | -16.7% | -5.0% | -11.7% | -9.5% |
| 3M | -57.1% | -4.9% | -52.3% | -53.8% |
| 6M | -28.6% | -1.5% | -27.0% | -28.2% |
| YTD | -56.1% | +8.5% | -64.6% | -62.1% |
| 1Y | -61.4% | +11.4% | -72.8% | -67.8% |
| 3Y | -70.9% | +70.1% | -141.0% | -86.1% |
| All | -82.7% | +90.6% | -173.2% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling