-78.3%
SNAP vs VIAV
+291.8%
-370.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.6% |
| 7D | -5.0% | +13.6% | -18.6% | -10.0% |
| 30D | -0.7% | +5.3% | -6.1% | -5.0% |
| 3M | -5.0% | -15.6% | +10.6% | -3.0% |
| 6M | +3.5% | +34.0% | -30.5% | -19.3% |
| YTD | -34.2% | +119.9% | -154.1% | -62.3% |
| 1Y | -27.1% | +235.2% | -262.2% | -67.8% |
| 3Y | -43.5% | +299.8% | -343.2% | -79.0% |
| 5Y | -92.9% | +140.1% | -233.0% | -96.3% |
| All | -78.3% | +291.8% | -370.1% | -91.0% |
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