+75.6%
VUG vs SN
+671.3%
-595.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.8% | -1.4% |
| 7D | +2.5% | +1.5% | +1.0% | +2.2% |
| 30D | -6.3% | +21.5% | -27.8% | -9.6% |
| 3M | -6.0% | +20.0% | -26.1% | -9.4% |
| 6M | -3.5% | +119.9% | -123.5% | -17.3% |
| YTD | +3.9% | +102.3% | -98.4% | -10.0% |
| 1Y | +5.1% | +148.0% | -142.9% | -12.5% |
| 3Y | +77.9% | +450.0% | -372.1% | +37.7% |
| All | +75.6% | +671.3% | -595.7% | +35.4% |
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 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