-100.0%
SNGX vs VT
+374.2%
-474.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | 0.0% | +1.0% | -1.0% | -0.5% |
| 3M | -20.8% | +2.4% | -23.2% | -21.8% |
| 6M | -67.5% | +12.0% | -79.5% | -68.9% |
| YTD | -71.6% | +15.3% | -87.0% | -73.2% |
| 1Y | -87.5% | +22.6% | -110.1% | -88.5% |
| 3Y | -94.6% | +74.7% | -169.3% | -95.8% |
| 5Y | -99.9% | +66.1% | -166.0% | -99.9% |
| 10Y | -100.0% | +225.0% | -325.0% | -100.0% |
| All | -100.0% | +374.2% | -474.2% | -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