+683.1%
SNEX vs VT
+223.7%
+459.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | +1.6% |
| 7D | +5.3% | +0.4% | +4.9% | +5.0% |
| 30D | -7.3% | -2.6% | -4.7% | -4.4% |
| 3M | -13.8% | -3.2% | -10.5% | -10.4% |
| 6M | -30.2% | +0.9% | -31.1% | -30.8% |
| YTD | +34.3% | +11.3% | +23.0% | +19.4% |
| 1Y | +43.4% | +14.0% | +29.4% | +24.4% |
| 3Y | +196.8% | +75.8% | +121.0% | +60.7% |
| 5Y | +303.4% | +57.8% | +245.5% | +145.5% |
| 10Y | +683.1% | +219.8% | +463.3% | +123.1% |
| All | +683.1% | +223.7% | +459.4% | +123.1% |
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