-78.3%
SNAP vs VICR
+1,021.2%
-1,099.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.2% |
| 7D | -5.0% | +1.3% | -6.3% | -5.3% |
| 30D | -0.7% | -11.9% | +11.2% | +0.9% |
| 3M | -5.0% | -35.1% | +30.1% | +0.5% |
| 6M | +3.5% | +8.1% | -4.6% | -5.2% |
| YTD | -34.2% | +67.8% | -102.0% | -46.0% |
| 1Y | -27.1% | +267.3% | -294.4% | -50.6% |
| 3Y | -43.5% | +191.2% | -234.7% | -62.3% |
| 5Y | -92.9% | +48.1% | -141.0% | -95.1% |
| All | -78.3% | +1,021.2% | -1,099.5% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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