+227.8%
VST vs SN
+384.9%
-157.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -5.8% |
| 7D | -19.9% | +3.8% | -23.7% | -21.3% |
| 30D | -29.7% | +17.5% | -47.2% | -34.3% |
| 3M | -19.6% | +19.2% | -38.8% | -25.7% |
| 6M | -29.4% | +84.9% | -114.3% | -46.9% |
| YTD | -29.7% | +94.0% | -123.8% | -48.7% |
| 1Y | -40.0% | +151.3% | -191.4% | -61.4% |
| All | +227.8% | +384.9% | -157.1% | +84.4% |
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