-34.8%
VG vs SNY
-10.3%
-24.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.3% |
| 7D | +7.0% | -3.6% | +10.7% | +6.6% |
| 30D | +17.2% | -1.9% | +19.2% | +16.9% |
| 3M | +16.8% | -2.0% | +18.7% | +16.4% |
| 6M | +36.3% | +2.5% | +33.8% | +36.0% |
| YTD | +127.9% | -7.0% | +134.9% | +127.3% |
| 1Y | +11.7% | -4.4% | +16.1% | +11.3% |
| All | -34.8% | -10.3% | -24.5% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling