+26.8%
VNQ vs SN
+490.7%
-463.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -1.3% | -9.3% | +8.1% | -0.1% |
| 30D | -2.9% | -4.8% | +1.9% | -2.4% |
| 3M | +0.8% | +40.4% | -39.6% | -3.7% |
| 6M | +2.5% | +50.9% | -48.5% | -3.3% |
| YTD | +10.6% | +54.9% | -44.3% | +3.8% |
| 1Y | +9.1% | +43.0% | -34.0% | +3.2% |
| 3Y | +31.0% | +391.8% | -360.8% | +7.5% |
| All | +26.8% | +490.7% | -463.9% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling