+66.7%
SNXX vs VMC
-0.5%
+67.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +4.6% | -20.3% | -15.9% |
| 7D | -47.8% | +12.3% | -60.1% | -48.9% |
| 30D | -66.0% | +21.2% | -87.2% | -67.8% |
| 3M | -57.5% | +4.6% | -62.1% | -56.7% |
| 6M | -66.7% | +3.9% | -70.6% | -66.4% |
| All | +66.7% | -0.5% | +67.2% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling