-39.3%
VG vs SN
+54.8%
-94.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +1.7% | -9.3% | +11.0% | +2.7% |
| 30D | +16.0% | -4.8% | +20.8% | +16.4% |
| 3M | +9.7% | +40.4% | -30.7% | +3.2% |
| 6M | +29.6% | +50.9% | -21.4% | +19.2% |
| YTD | +112.0% | +54.9% | +57.1% | +91.1% |
| 1Y | +12.8% | +43.0% | -30.2% | +4.4% |
| All | -39.3% | +54.8% | -94.1% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling