+342.5%
VST vs SN
+647.0%
-304.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.1% | -17.9% | -15.0% |
| 7D | -15.7% | +10.6% | -26.4% | -18.5% |
| 30D | -17.0% | +20.0% | -37.0% | -21.8% |
| 3M | -15.9% | +30.4% | -46.2% | -23.4% |
| 6M | -25.0% | +91.0% | -116.0% | -40.7% |
| YTD | -25.1% | +95.9% | -121.0% | -41.6% |
| 1Y | -34.9% | +158.9% | -193.7% | -54.1% |
| 3Y | +252.7% | +391.8% | -139.1% | +140.5% |
| All | +342.5% | +647.0% | -304.5% | +203.0% |
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 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