-100.0%
SNES vs VT
+214.8%
-314.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -3.6% |
| 7D | +24.7% | -0.3% | +25.0% | +24.8% |
| 30D | +44.9% | -1.4% | +46.3% | +46.2% |
| 3M | -27.5% | -1.4% | -26.2% | -26.9% |
| 6M | -19.3% | +5.5% | -24.8% | -21.9% |
| YTD | -43.5% | +12.8% | -56.3% | -47.7% |
| 1Y | -60.8% | +15.4% | -76.3% | -64.2% |
| 3Y | -97.0% | +76.9% | -173.8% | -97.7% |
| 5Y | -100.0% | +60.4% | -160.4% | -100.0% |
| All | -100.0% | +214.8% | -314.8% | -100.0% |
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