-58.5%
SND vs VT
+218.3%
-276.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.1% | -6.5% | -5.4% |
| 7D | -20.0% | -4.2% | -15.9% | -15.5% |
| 30D | -26.5% | -5.8% | -20.7% | -20.6% |
| 3M | -6.5% | -5.2% | -1.2% | +0.3% |
| 6M | -23.3% | +0.1% | -23.5% | -24.2% |
| YTD | +1.9% | +8.2% | -6.3% | -9.8% |
| 1Y | +94.3% | +10.1% | +84.2% | +67.4% |
| 3Y | +111.0% | +69.7% | +41.4% | +2.4% |
| 5Y | +97.3% | +53.4% | +44.0% | +9.3% |
| 10Y | -58.5% | +219.2% | -277.7% | -91.8% |
| All | -58.5% | +218.3% | -276.8% | -91.8% |
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