+48.3%
SNDX vs VT
+222.7%
-174.4%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.3% |
| 7D | -4.5% | -0.1% | -4.4% | -4.4% |
| 30D | -2.6% | -0.7% | -1.9% | -1.9% |
| 3M | +12.2% | +4.0% | +8.2% | +6.7% |
| 6M | -16.9% | +12.3% | -29.2% | -28.1% |
| YTD | -5.6% | +14.0% | -19.6% | -19.9% |
| 1Y | +24.5% | +20.3% | +4.2% | -1.2% |
| 3Y | +13.4% | +75.4% | -62.1% | -41.4% |
| 5Y | +9.9% | +66.0% | -56.1% | -39.1% |
| 10Y | +48.3% | +228.2% | -179.9% | -56.4% |
| All | +48.3% | +222.7% | -174.4% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling