-62.0%
SND vs VT
+219.0%
-281.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.2% | -8.7% | -8.7% |
| 7D | -26.0% | -2.3% | -23.7% | -23.7% |
| 30D | -31.4% | -5.0% | -26.5% | -26.7% |
| 3M | -19.0% | -4.9% | -14.1% | -13.6% |
| 6M | -26.1% | -1.5% | -24.6% | -25.2% |
| YTD | -6.7% | +8.5% | -15.2% | -17.6% |
| 1Y | +77.9% | +11.4% | +66.5% | +51.0% |
| 3Y | +101.6% | +70.1% | +31.6% | -2.5% |
| 5Y | +80.7% | +53.7% | +27.0% | -0.2% |
| 10Y | -62.0% | +220.0% | -282.0% | -92.5% |
| All | -62.0% | +219.0% | -281.1% | -92.5% |
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