+359.1%
VST vs SN
+659.6%
-300.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.7% | +7.9% | +9.7% |
| 7D | -9.8% | +7.2% | -17.0% | -11.8% |
| 30D | -25.1% | +20.4% | -45.5% | -29.6% |
| 3M | -11.6% | +23.9% | -35.5% | -17.9% |
| 6M | -20.9% | +93.0% | -114.0% | -37.6% |
| YTD | -22.3% | +99.2% | -121.5% | -39.7% |
| 1Y | -32.0% | +142.6% | -174.6% | -50.9% |
| 3Y | +262.4% | +398.8% | -136.4% | +146.1% |
| All | +359.1% | +659.6% | -300.5% | +213.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling