+386.3%
VNQ vs SNY
+177.9%
+208.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.3% | -3.3% | +2.1% | +0.3% |
| 30D | -2.6% | -2.2% | -0.4% | -1.6% |
| 3M | -2.0% | -3.0% | +1.0% | -0.9% |
| 6M | +4.3% | +2.7% | +1.6% | +2.5% |
| YTD | +9.2% | -6.8% | +16.1% | +12.0% |
| 1Y | +5.6% | -5.3% | +10.9% | +7.0% |
| 3Y | +30.8% | -9.8% | +40.6% | +30.1% |
| 5Y | +8.0% | +9.7% | -1.7% | -6.1% |
| 10Y | +63.7% | +64.5% | -0.8% | +8.3% |
| All | +386.3% | +177.9% | +208.4% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling