+1,164.9%
VST vs SNY
+76.4%
+1,088.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +6.6% | +2.8% | +3.8% | +5.9% |
| 30D | -12.4% | +21.6% | -34.0% | -16.6% |
| 3M | -9.0% | +10.5% | -19.5% | -11.4% |
| 6M | -6.4% | +14.0% | -20.5% | -10.0% |
| YTD | -17.2% | +5.4% | -22.5% | -18.8% |
| 1Y | -22.0% | -2.5% | -19.6% | -22.0% |
| 3Y | +296.7% | +22.1% | +274.6% | +260.2% |
| 5Y | +637.6% | +18.0% | +619.5% | +553.0% |
| All | +1,164.9% | +76.4% | +1,088.4% | +892.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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