-39.3%
VG vs SNY
-7.1%
-32.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.7% | -1.3% | +3.0% | +1.5% |
| 30D | +16.0% | +3.4% | +12.6% | +16.4% |
| 3M | +9.7% | -0.3% | +10.0% | +9.6% |
| 6M | +29.6% | +1.0% | +28.5% | +29.7% |
| YTD | +112.0% | -3.6% | +115.7% | +112.4% |
| 1Y | +12.8% | +3.0% | +9.8% | +12.7% |
| All | -39.3% | -7.1% | -32.2% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling