-70.1%
SNDA vs VT
+345.0%
-415.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.1% | -3.9% | -3.0% |
| 7D | -0.6% | -4.2% | +3.6% | +5.0% |
| 30D | -8.2% | -5.8% | -2.4% | -1.2% |
| 3M | -14.5% | -5.2% | -9.2% | -8.8% |
| 6M | -8.6% | +0.1% | -8.7% | -9.8% |
| YTD | +4.4% | +8.2% | -3.8% | -6.7% |
| 1Y | +15.4% | +10.1% | +5.3% | +0.6% |
| 3Y | +278.4% | +69.7% | +208.8% | +94.2% |
| 5Y | +20.4% | +53.4% | -33.0% | -33.5% |
| 10Y | -82.4% | +219.2% | -301.6% | -95.7% |
| All | -70.1% | +345.0% | -415.1% | -95.6% |
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