-33.5%
VG vs SNY
-10.2%
-23.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +2.0% |
| 7D | +9.6% | -3.3% | +12.9% | +9.1% |
| 30D | +15.2% | -2.2% | +17.3% | +14.8% |
| 3M | +24.1% | -3.0% | +27.1% | +23.5% |
| 6M | +27.2% | +2.7% | +24.4% | +26.8% |
| YTD | +132.3% | -6.8% | +139.2% | +131.8% |
| 1Y | +15.7% | -5.3% | +20.9% | +15.4% |
| All | -33.5% | -10.2% | -23.3% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling