+86.0%
VUG vs SN
+389.7%
-303.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -0.1% | -9.3% | +9.2% | +1.9% |
| 30D | -0.3% | -4.8% | +4.5% | +0.6% |
| 3M | -0.7% | +40.4% | -41.1% | -8.3% |
| 6M | +14.6% | +50.9% | -36.3% | +3.6% |
| YTD | +9.0% | +54.9% | -45.9% | -2.3% |
| 1Y | +14.9% | +43.0% | -28.2% | +4.5% |
| All | +86.0% | +389.7% | -303.6% | +37.7% |
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