-42.2%
SNAP vs VICR
+201.6%
-243.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.2% |
| 7D | +1.5% | +9.8% | -8.4% | -0.3% |
| 30D | +1.9% | -12.6% | +14.5% | +3.5% |
| 3M | -3.9% | -29.7% | +25.8% | -0.5% |
| 6M | +5.2% | +18.8% | -13.6% | -7.2% |
| YTD | -32.7% | +76.4% | -109.1% | -46.8% |
| 1Y | -24.8% | +282.4% | -307.1% | -52.3% |
| 3Y | -42.2% | +206.2% | -248.3% | -61.8% |
| All | -42.2% | +201.6% | -243.8% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling