+25.2%
VNQ vs SN
+447.8%
-422.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -1.3% | -7.3% | +6.0% | -0.4% |
| 30D | -2.6% | -13.6% | +11.0% | -0.9% |
| 3M | -2.0% | +18.6% | -20.6% | -4.4% |
| 6M | +4.3% | +46.0% | -41.6% | -1.2% |
| YTD | +9.2% | +43.7% | -34.5% | +3.5% |
| 1Y | +5.6% | +39.2% | -33.6% | +0.2% |
| 3Y | +30.8% | +306.5% | -275.6% | +8.8% |
| All | +25.2% | +447.8% | -422.6% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling