-81.4%
SNAL vs VT
+98.2%
-179.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.7% | -8.0% | -8.8% |
| 7D | -10.3% | -0.3% | -10.0% | -10.1% |
| 30D | -9.1% | -1.4% | -7.7% | -7.2% |
| 3M | -46.7% | -1.4% | -45.3% | -45.9% |
| 6M | -29.2% | +5.5% | -34.6% | -36.8% |
| YTD | -53.0% | +12.8% | -65.8% | -61.9% |
| 1Y | -58.8% | +15.4% | -74.2% | -67.7% |
| 3Y | -68.1% | +76.9% | -145.0% | -85.7% |
| All | -81.4% | +98.2% | -179.6% | -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 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