+51.8%
VG vs SN
+156.5%
-104.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +4.1% | -11.8% | -6.0% |
| 7D | -16.4% | +10.6% | -27.0% | -12.6% |
| 30D | -10.8% | +20.0% | -30.8% | -3.4% |
| 3M | -6.3% | +30.4% | -36.7% | +5.7% |
| 6M | -12.5% | +91.0% | -103.5% | +14.6% |
| YTD | +76.9% | +95.9% | -19.0% | +132.9% |
| 1Y | +51.8% | +158.9% | -107.1% | +74.7% |
| All | +51.8% | +156.5% | -104.7% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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