+113.5%
SNN vs VT
+345.0%
-231.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +1.8% |
| 7D | +5.3% | -4.2% | +9.4% | +8.9% |
| 30D | +19.1% | -5.8% | +24.9% | +24.8% |
| 3M | +6.2% | -5.2% | +11.5% | +10.7% |
| 6M | +2.2% | +0.1% | +2.1% | +1.3% |
| YTD | -1.0% | +8.2% | -9.2% | -8.0% |
| 1Y | -11.6% | +10.1% | -21.7% | -19.0% |
| 3Y | +42.2% | +69.7% | -27.4% | -8.8% |
| 5Y | -2.5% | +53.4% | -55.9% | -32.3% |
| 10Y | +40.4% | +219.2% | -178.8% | -45.2% |
| All | +113.5% | +345.0% | -231.5% | -42.5% |
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