-100.0%
SNES vs VT
+202.0%
-302.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -0.6% |
| 7D | +15.8% | -4.2% | +20.0% | +19.0% |
| 30D | +41.1% | -5.8% | +46.9% | +46.7% |
| 3M | -28.2% | -5.2% | -23.0% | -25.6% |
| 6M | -18.2% | +0.1% | -18.3% | -18.0% |
| YTD | -45.3% | +8.2% | -53.6% | -48.0% |
| 1Y | -63.7% | +10.1% | -73.8% | -65.7% |
| 3Y | -97.1% | +69.7% | -166.7% | -97.8% |
| 5Y | -100.0% | +53.4% | -153.3% | -100.0% |
| All | -100.0% | +202.0% | -302.0% | -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