+104.3%
VTR vs SN
+490.7%
-386.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -1.7% | -9.3% | +7.7% | -1.1% |
| 30D | -2.4% | -4.8% | +2.4% | -2.2% |
| 3M | +14.8% | +40.4% | -25.6% | +12.1% |
| 6M | +5.3% | +50.9% | -45.6% | +2.2% |
| YTD | +18.1% | +54.9% | -36.8% | +14.3% |
| 1Y | +36.7% | +43.0% | -6.3% | +33.2% |
| 3Y | +130.1% | +391.8% | -261.7% | +92.4% |
| All | +104.3% | +490.7% | -386.4% | +72.1% |
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