+6.8%
VNQ vs SN
+41.3%
-34.5%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.5% |
| 7D | -2.6% | -7.2% | +4.6% | -2.0% |
| 30D | -2.3% | -13.4% | +11.0% | -1.2% |
| 3M | -2.8% | +26.8% | -29.6% | -5.3% |
| 6M | +2.5% | +44.6% | -42.1% | -1.9% |
| YTD | +8.4% | +45.3% | -36.8% | +3.8% |
| 1Y | +6.8% | +40.1% | -33.3% | +2.5% |
| All | +6.8% | +41.3% | -34.5% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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