-79.7%
SNAP vs VFC
-45.9%
-33.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -7.1% | +11.2% | -18.3% | -10.6% |
| 30D | -14.6% | +41.5% | -56.1% | -25.2% |
| 3M | -5.0% | +38.9% | -43.9% | -16.4% |
| 6M | -18.8% | +6.1% | -25.0% | -21.7% |
| YTD | -38.5% | +14.5% | -53.1% | -42.7% |
| 1Y | -38.1% | +46.0% | -84.0% | -47.8% |
| 3Y | -53.8% | +36.4% | -90.2% | -64.4% |
| 5Y | -90.7% | -67.5% | -23.1% | -87.3% |
| All | -79.7% | -45.9% | -33.8% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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