-92.7%
SNAP vs VICR
+53.8%
-146.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.2% |
| 7D | +1.5% | +9.8% | -8.4% | -0.4% |
| 30D | +1.9% | -12.6% | +14.5% | +3.7% |
| 3M | -3.9% | -29.7% | +25.8% | -0.1% |
| 6M | +5.2% | +18.8% | -13.6% | -6.0% |
| YTD | -32.7% | +76.4% | -109.1% | -45.7% |
| 1Y | -24.8% | +282.4% | -307.1% | -50.2% |
| 3Y | -42.2% | +206.2% | -248.3% | -62.5% |
| 5Y | -92.7% | +53.9% | -146.6% | -94.6% |
| All | -92.7% | +53.8% | -146.5% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling