-77.8%
SNAP vs VIG
+213.8%
-291.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.3% |
| 7D | +1.5% | -0.4% | +1.9% | +2.1% |
| 30D | +1.9% | -2.1% | +4.0% | +4.9% |
| 3M | -3.9% | +3.3% | -7.2% | -7.7% |
| 6M | +5.2% | +9.3% | -4.0% | -5.9% |
| YTD | -32.7% | +10.1% | -42.9% | -40.3% |
| 1Y | -24.8% | +14.7% | -39.5% | -36.8% |
| 3Y | -42.2% | +56.9% | -99.1% | -67.1% |
| 5Y | -92.7% | +62.9% | -155.6% | -95.8% |
| All | -77.8% | +213.8% | -291.6% | -93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling