-16.0%
VST vs SNDU
-17.5%
+1.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +27.5% | -25.7% | -0.9% |
| 7D | +10.9% | -20.3% | +31.3% | +11.6% |
| 30D | -15.6% | -64.4% | +48.8% | -9.9% |
| 3M | -7.8% | -57.5% | +49.7% | -4.3% |
| 6M | -12.0% | -82.9% | +70.9% | -8.7% |
| All | -16.0% | -17.5% | +1.5% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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