+55.5%
VWO vs SN
+440.0%
-384.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.5% |
| 7D | +2.0% | +1.5% | +0.4% | +1.8% |
| 30D | -4.3% | +21.5% | -25.8% | -6.8% |
| 3M | -6.4% | +20.0% | -26.4% | -8.8% |
| 6M | -5.6% | +119.9% | -125.6% | -15.9% |
| YTD | +5.2% | +102.3% | -97.1% | -5.5% |
| 1Y | +5.2% | +148.0% | -142.8% | -7.9% |
| 3Y | +55.5% | +450.0% | -394.5% | +15.9% |
| All | +55.5% | +440.0% | -384.5% | +15.9% |
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