+31.0%
VNQ vs SN
+368.4%
-337.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.6% |
| 7D | -0.9% | -3.4% | +2.5% | -0.4% |
| 30D | -2.2% | -9.1% | +6.8% | -1.0% |
| 3M | -1.9% | +31.8% | -33.7% | -6.1% |
| 6M | +3.2% | +52.0% | -48.8% | -3.6% |
| YTD | +9.4% | +51.3% | -41.9% | +2.0% |
| 1Y | +7.5% | +46.9% | -39.3% | +0.5% |
| All | +31.0% | +368.4% | -337.4% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling