-68.2%
SQNS vs VT
+19.8%
-87.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.8% | +4.6% |
| 7D | +7.6% | -0.1% | +7.8% | +7.8% |
| 30D | +8.8% | -0.7% | +9.5% | +10.3% |
| 3M | -10.0% | +4.0% | -14.0% | -18.4% |
| 6M | -4.5% | +12.3% | -16.8% | -28.1% |
| YTD | -34.1% | +14.0% | -48.1% | -52.0% |
| All | -68.2% | +19.8% | -87.9% | -79.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling