+14.1%
VUG vs SN
+48.4%
-34.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +0.9% | +0.1% | +0.7% | +0.8% |
| 30D | -1.4% | -5.6% | +4.2% | -0.6% |
| 3M | +2.3% | +48.1% | -45.7% | -4.3% |
| 6M | +15.7% | +57.6% | -42.0% | +6.2% |
| YTD | +8.6% | +56.5% | -47.9% | -0.2% |
| 1Y | +14.1% | +52.6% | -38.5% | +2.4% |
| All | +14.1% | +48.4% | -34.4% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling