+448.3%
VST vs SN
+490.7%
-42.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +3.9% |
| 7D | +8.9% | -9.3% | +18.2% | +12.1% |
| 30D | +6.2% | -4.8% | +11.0% | +7.6% |
| 3M | -2.7% | +40.4% | -43.1% | -14.5% |
| 6M | -8.4% | +50.9% | -59.3% | -21.9% |
| YTD | -7.2% | +54.9% | -62.1% | -21.7% |
| 1Y | -20.9% | +43.0% | -63.9% | -31.8% |
| 3Y | +384.0% | +391.8% | -7.8% | +259.5% |
| All | +448.3% | +490.7% | -42.4% | +306.3% |
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