-98.7%
SQNS vs VT
+224.4%
-323.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.1% | -5.1% | -5.3% |
| 7D | -8.6% | -0.7% | -7.9% | -7.9% |
| 30D | -8.3% | -1.7% | -6.5% | -6.4% |
| 3M | -10.3% | -2.3% | -8.0% | -7.9% |
| 6M | -37.9% | +1.5% | -39.4% | -38.6% |
| YTD | -45.7% | +12.0% | -57.7% | -51.5% |
| 1Y | -61.6% | +12.9% | -74.5% | -65.9% |
| 3Y | -96.6% | +74.9% | -171.6% | -98.1% |
| 5Y | -98.4% | +59.9% | -158.3% | -99.0% |
| 10Y | -98.7% | +224.6% | -323.4% | -99.6% |
| All | -98.7% | +224.4% | -323.1% | -99.6% |
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