-98.5%
SQNS vs VT
+226.9%
-325.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.3% |
| 7D | +6.1% | -2.0% | +8.1% | +8.6% |
| 30D | +8.1% | -1.4% | +9.5% | +9.8% |
| 3M | -5.5% | +4.7% | -10.2% | -10.2% |
| 6M | -7.0% | +11.4% | -18.3% | -17.0% |
| YTD | -34.5% | +13.1% | -47.6% | -42.0% |
| 1Y | -68.4% | +19.0% | -87.4% | -73.3% |
| 3Y | -95.8% | +73.9% | -169.8% | -97.7% |
| 5Y | -97.6% | +65.4% | -163.0% | -98.5% |
| All | -98.5% | +226.9% | -325.4% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling