+77.7%
VUG vs SN
+397.9%
-320.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.3% |
| 7D | -3.4% | +7.2% | -10.6% | -4.9% |
| 30D | -11.1% | +20.4% | -31.5% | -14.7% |
| 3M | -7.2% | +23.9% | -31.2% | -11.8% |
| 6M | -4.1% | +93.0% | -97.2% | -18.2% |
| YTD | +1.4% | +99.2% | -97.9% | -14.8% |
| 1Y | +1.9% | +142.6% | -140.7% | -18.5% |
| 3Y | +77.7% | +398.8% | -321.1% | +22.8% |
| All | +77.7% | +397.9% | -320.2% | +22.8% |
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