+1,231.5%
VUG vs SNY
+190.6%
+1,040.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.9% | -3.6% | +1.8% | -0.5% |
| 30D | -1.6% | -1.9% | +0.4% | -0.9% |
| 3M | +4.4% | -2.0% | +6.3% | +4.7% |
| 6M | +13.2% | +2.5% | +10.7% | +11.4% |
| YTD | +7.5% | -7.0% | +14.4% | +9.5% |
| 1Y | +12.5% | -4.4% | +16.9% | +12.9% |
| 3Y | +86.0% | -8.4% | +94.4% | +82.5% |
| 5Y | +76.5% | +9.5% | +66.9% | +56.9% |
| 10Y | +417.7% | +64.3% | +353.4% | +276.7% |
| All | +1,231.5% | +190.6% | +1,040.9% | +598.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling