-78.7%
SNAP vs VICR
+904.2%
-982.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.9% |
| 7D | +2.6% | +21.9% | -19.3% | -1.4% |
| 30D | -19.6% | -38.4% | +18.8% | -13.0% |
| 3M | +0.4% | -27.2% | +27.6% | +3.1% |
| 6M | -5.9% | -43.7% | +37.8% | -1.7% |
| YTD | -35.3% | +50.3% | -85.6% | -47.3% |
| 1Y | -42.6% | +74.6% | -117.1% | -54.7% |
| 3Y | -53.9% | +351.2% | -405.1% | -72.6% |
| 5Y | -90.3% | +2.5% | -92.8% | -92.9% |
| All | -78.7% | +904.2% | -982.9% | -87.3% |
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