-96.6%
SQNS vs VT
+75.6%
-172.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.1% | -5.1% | -5.7% |
| 7D | -8.6% | -0.7% | -7.9% | -7.6% |
| 30D | -8.3% | -1.7% | -6.5% | -5.8% |
| 3M | -10.3% | -2.3% | -8.0% | -7.2% |
| 6M | -37.9% | +1.5% | -39.4% | -38.9% |
| YTD | -45.7% | +12.0% | -57.7% | -53.3% |
| 1Y | -61.6% | +12.9% | -74.5% | -67.3% |
| All | -96.6% | +75.6% | -172.2% | -97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling