+404.4%
SNXX vs VST
-7.6%
+411.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.7% | -5.3% | -3.2% |
| 7D | +16.8% | +2.0% | +14.8% | +14.1% |
| 30D | +65.3% | +1.5% | +63.8% | +63.1% |
| 3M | -34.8% | +6.3% | -41.1% | -26.1% |
| 6M | +255.1% | -10.3% | +265.5% | +389.3% |
| All | +404.4% | -7.6% | +411.9% | +615.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling