+79.5%
VUG vs SN
+425.1%
-345.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.7% | +0.4% |
| 7D | +4.4% | +1.4% | +3.0% | +4.1% |
| 30D | -7.3% | +16.6% | -23.9% | -10.5% |
| 3M | -4.2% | +18.3% | -22.5% | -8.1% |
| 6M | -1.6% | +103.1% | -104.6% | -17.2% |
| YTD | +4.9% | +96.7% | -91.8% | -11.7% |
| 1Y | +3.8% | +134.3% | -130.5% | -16.4% |
| All | +79.5% | +425.1% | -345.6% | +21.4% |
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 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