-78.3%
SNAP vs VIG
+212.1%
-290.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.5% |
| 7D | -5.0% | -1.2% | -3.8% | -3.4% |
| 30D | -0.7% | -2.8% | +2.1% | +3.3% |
| 3M | -5.0% | +2.5% | -7.5% | -7.7% |
| 6M | +3.5% | +8.1% | -4.6% | -6.1% |
| YTD | -34.2% | +9.6% | -43.8% | -41.2% |
| 1Y | -27.1% | +14.2% | -41.2% | -38.3% |
| 3Y | -43.5% | +56.1% | -99.6% | -67.6% |
| 5Y | -92.9% | +62.8% | -155.7% | -96.0% |
| All | -78.3% | +212.1% | -290.4% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VIG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling