-78.2%
SNAP vs VIAV
+230.0%
-308.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.4% | +0.4% | +4.4% |
| 7D | -9.8% | +12.3% | -22.1% | -13.7% |
| 30D | -18.2% | -21.0% | +2.7% | -12.0% |
| 3M | -3.1% | -14.1% | +11.0% | -2.7% |
| 6M | -7.1% | -39.9% | +32.8% | +4.4% |
| YTD | -33.8% | +85.2% | -119.0% | -60.7% |
| 1Y | -39.0% | +84.3% | -123.3% | -63.9% |
| 3Y | -52.8% | +320.9% | -373.7% | -84.2% |
| 5Y | -90.0% | +117.5% | -207.5% | -94.8% |
| All | -78.2% | +230.0% | -308.2% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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