-100.0%
SNES price history and return analytics
+209.8%
-309.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -1.9% |
| 7D | -22.0% | +2.4% | -24.3% | -23.2% |
| 30D | +34.7% | -1.5% | +36.2% | +35.8% |
| 3M | -31.3% | -4.1% | -27.2% | -29.5% |
| 6M | -52.4% | +0.6% | -52.9% | -52.4% |
| YTD | -59.7% | +11.0% | -70.8% | -62.4% |
| 1Y | -69.5% | +13.3% | -82.9% | -71.9% |
| 3Y | -96.6% | +73.4% | -170.0% | -97.4% |
| 5Y | -100.0% | +57.4% | -157.4% | -100.0% |
| All | -100.0% | +209.8% | -309.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling