-90.5%
SNAP vs VICR
+3.5%
-94.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -10.6% | -9.7% | -0.9% | -9.2% |
| 30D | -19.7% | -39.2% | +19.5% | -13.4% |
| 3M | -6.5% | -22.6% | +16.0% | -5.5% |
| 6M | -17.8% | -37.0% | +19.2% | -17.1% |
| YTD | -38.0% | +47.5% | -85.6% | -49.7% |
| 1Y | -42.5% | +75.0% | -117.5% | -55.0% |
| 3Y | -55.8% | +343.0% | -398.8% | -74.0% |
| 5Y | -90.5% | +3.9% | -94.4% | -93.0% |
| All | -90.5% | +3.5% | -94.1% | -93.0% |
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 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