+127.4%
VTR vs SN
+440.0%
-312.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -1.0% |
| 7D | +0.2% | +1.5% | -1.4% | +0.1% |
| 30D | +5.5% | +21.5% | -16.0% | +4.2% |
| 3M | -0.9% | +20.0% | -21.0% | -2.1% |
| 6M | -0.4% | +119.9% | -120.3% | -5.3% |
| YTD | +17.0% | +102.3% | -85.3% | +11.6% |
| 1Y | +18.0% | +148.0% | -130.0% | +10.9% |
| 3Y | +127.4% | +450.0% | -322.6% | +71.0% |
| All | +127.4% | +440.0% | -312.6% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling