-35.7%
VG vs SNY
-10.0%
-25.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +3.7% |
| 7D | +3.8% | -3.6% | +7.4% | +3.3% |
| 30D | +7.2% | -1.4% | +8.7% | +7.0% |
| 3M | +22.8% | -4.2% | +27.0% | +22.1% |
| 6M | +33.2% | +2.0% | +31.2% | +32.9% |
| YTD | +124.8% | -6.7% | +131.5% | +124.4% |
| 1Y | +15.8% | -4.7% | +20.5% | +15.5% |
| All | -35.7% | -10.0% | -25.6% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling