-100.0%
SNGX vs VT
+357.6%
-457.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.3% |
| 7D | -5.6% | +0.4% | -5.9% | -5.7% |
| 30D | -5.6% | -2.6% | -3.0% | -4.3% |
| 3M | -12.8% | -3.2% | -9.6% | -11.4% |
| 6M | +17.2% | +0.9% | +16.3% | +17.3% |
| YTD | -74.6% | +11.3% | -85.9% | -75.6% |
| 1Y | -75.2% | +14.0% | -89.2% | -76.3% |
| 3Y | -94.9% | +75.8% | -170.8% | -96.0% |
| 5Y | -99.9% | +57.8% | -157.7% | -99.9% |
| 10Y | -100.0% | +219.8% | -319.8% | -100.0% |
| All | -100.0% | +357.6% | -457.6% | -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