+234.6%
SNSR vs VT
+223.1%
+11.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +1.5% |
| 7D | +0.6% | -0.7% | +1.3% | +1.7% |
| 30D | -1.8% | -1.7% | 0.0% | +0.7% |
| 3M | -4.3% | -2.3% | -2.0% | -1.1% |
| 6M | -1.6% | +1.5% | -3.2% | -2.5% |
| YTD | +27.7% | +12.0% | +15.7% | +12.4% |
| 1Y | +28.0% | +12.9% | +15.1% | +11.7% |
| 3Y | +58.9% | +74.9% | -16.0% | -17.0% |
| 5Y | +23.4% | +59.9% | -36.5% | -27.4% |
| 10Y | +236.2% | +224.6% | +11.5% | -5.5% |
| All | +234.6% | +223.1% | +11.5% | -6.1% |
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 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