-100.0%
SNOA 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 | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | +17.7% | +1.0% | +16.7% | +17.3% |
| 3M | +9.9% | +2.4% | +7.5% | +9.0% |
| 6M | -52.5% | +12.0% | -64.5% | -54.7% |
| YTD | -63.5% | +15.3% | -78.8% | -65.6% |
| 1Y | -70.6% | +22.6% | -93.2% | -73.0% |
| 3Y | -92.8% | +74.7% | -167.4% | -94.2% |
| 5Y | -98.9% | +66.1% | -165.0% | -99.1% |
| 10Y | -99.8% | +225.0% | -324.8% | -99.9% |
| 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