+124.0%
SNY vs VEU
+188.0%
-63.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.6% |
| 7D | -3.3% | -1.4% | -1.9% | -2.3% |
| 30D | -2.2% | -0.4% | -1.7% | -1.9% |
| 3M | -3.0% | +2.5% | -5.6% | -5.2% |
| 6M | +2.7% | +11.1% | -8.4% | -5.8% |
| YTD | -6.8% | +16.5% | -23.4% | -17.6% |
| 1Y | -5.3% | +22.9% | -28.2% | -19.4% |
| 3Y | -9.8% | +73.4% | -83.2% | -40.7% |
| 5Y | +9.7% | +56.1% | -46.4% | -23.4% |
| 10Y | +64.5% | +153.0% | -88.5% | -22.4% |
| All | +124.0% | +188.0% | -63.9% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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