-97.6%
SQNS vs VT
+66.2%
-163.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.6% |
| 7D | +4.0% | +1.0% | +3.0% | +2.5% |
| 30D | +4.0% | -0.2% | +4.2% | +4.3% |
| 3M | -18.9% | +4.5% | -23.5% | -23.5% |
| 6M | -8.6% | +14.1% | -22.7% | -22.7% |
| YTD | -36.1% | +14.8% | -50.8% | -45.7% |
| 1Y | -66.6% | +21.2% | -87.8% | -73.2% |
| 3Y | -95.9% | +76.6% | -172.5% | -97.9% |
| 5Y | -97.6% | +66.6% | -164.2% | -98.6% |
| All | -97.6% | +66.2% | -163.8% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling