-78.5%
SNAP vs VICR
+869.8%
-948.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.4% |
| 7D | +6.0% | +8.3% | -2.2% | +4.4% |
| 30D | -13.8% | -35.2% | +21.4% | -7.7% |
| 3M | -0.8% | -29.8% | +29.1% | +2.6% |
| 6M | -6.2% | -48.6% | +42.3% | -0.2% |
| YTD | -34.8% | +45.1% | -79.9% | -46.5% |
| 1Y | -38.7% | +79.6% | -118.2% | -52.0% |
| 3Y | -53.5% | +335.4% | -388.8% | -72.1% |
| 5Y | -90.2% | -1.0% | -89.2% | -92.8% |
| All | -78.5% | +869.8% | -948.3% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling