+1,208.7%
VST vs SNY
+66.9%
+1,141.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.6% | -3.3% | +2.7% | +0.2% |
| 30D | +1.2% | -2.2% | +3.3% | +1.6% |
| 3M | +1.5% | -3.0% | +4.5% | +1.9% |
| 6M | -6.5% | +2.7% | -9.3% | -7.6% |
| YTD | -7.8% | -6.8% | -0.9% | -6.6% |
| 1Y | -26.9% | -5.3% | -21.6% | -26.5% |
| 3Y | +353.9% | -9.8% | +363.7% | +349.2% |
| 5Y | +782.7% | +9.7% | +773.1% | +693.3% |
| All | +1,208.7% | +66.9% | +1,141.8% | +1,031.1% |
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