-99.7%
SQNS vs VT
+359.1%
-458.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | +0.4% | -4.6% | -4.6% |
| 30D | +1.1% | +1.0% | +0.1% | 0.0% |
| 3M | -30.6% | +2.4% | -33.0% | -31.9% |
| 6M | -12.0% | +12.0% | -24.0% | -21.4% |
| YTD | -37.9% | +15.3% | -53.2% | -45.7% |
| 1Y | -64.7% | +22.6% | -87.3% | -70.8% |
| 3Y | -96.0% | +74.7% | -170.7% | -97.7% |
| 5Y | -97.8% | +66.1% | -163.9% | -98.6% |
| 10Y | -98.5% | +225.0% | -323.5% | -99.5% |
| All | -99.7% | +359.1% | -458.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling