+63.2%
VTV vs SN
+476.8%
-413.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.1% |
| 7D | -0.7% | -3.4% | +2.7% | -0.3% |
| 30D | -0.5% | -9.1% | +8.6% | +0.5% |
| 3M | +5.3% | +31.8% | -26.5% | +1.7% |
| 6M | +12.9% | +52.0% | -39.2% | +6.8% |
| YTD | +18.5% | +51.3% | -32.8% | +12.0% |
| 1Y | +25.3% | +46.9% | -21.6% | +18.5% |
| 3Y | +68.2% | +394.9% | -326.7% | +45.0% |
| All | +63.2% | +476.8% | -413.6% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling