+50.0%
VG vs SN
+137.4%
-87.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | +1.2% |
| 7D | -22.0% | +7.2% | -29.2% | -19.5% |
| 30D | -11.6% | +20.4% | -32.0% | -4.1% |
| 3M | -14.9% | +23.9% | -38.8% | -5.9% |
| 6M | -3.5% | +93.0% | -96.6% | +27.4% |
| YTD | +70.0% | +99.2% | -29.3% | +125.8% |
| 1Y | +50.0% | +142.6% | -92.6% | +79.9% |
| All | +50.0% | +137.4% | -87.4% | +79.9% |
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