+5.2%
VUG vs SNY
+2.7%
+2.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.7% | -3.2% | +1.5% |
| 7D | -3.0% | +12.4% | -15.4% | -3.1% |
| 30D | -6.4% | +20.1% | -26.6% | -6.8% |
| 3M | -3.2% | +11.2% | -14.4% | -3.1% |
| 6M | +3.1% | +9.5% | -6.4% | +3.2% |
| YTD | +6.3% | +3.4% | +2.9% | +7.1% |
| 1Y | +5.2% | +2.0% | +3.2% | +6.4% |
| All | +5.2% | +2.7% | +2.4% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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