+2.6%
VMC vs SNY
+2.7%
-0.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.7% | -0.1% | +2.8% |
| 7D | +12.3% | +12.4% | 0.0% | +7.8% |
| 30D | +21.2% | +20.1% | +1.1% | +13.8% |
| 3M | +4.6% | +11.2% | -6.6% | +0.7% |
| 6M | +3.9% | +9.5% | -5.6% | +0.8% |
| YTD | +5.0% | +3.4% | +1.6% | +2.4% |
| 1Y | +2.6% | +2.0% | +0.6% | +0.2% |
| All | +2.6% | +2.7% | -0.1% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling