-90.8%
SNAP vs VIG
+63.4%
-154.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | -2.8% |
| 7D | -7.3% | +0.4% | -7.7% | -7.4% |
| 30D | -18.9% | +4.3% | -23.2% | -24.6% |
| 3M | -5.3% | +2.0% | -7.3% | -8.1% |
| 6M | -16.9% | +10.2% | -27.1% | -30.0% |
| YTD | -37.4% | +14.8% | -52.2% | -50.8% |
| 1Y | -38.5% | +17.5% | -56.0% | -53.7% |
| 3Y | -55.1% | +67.4% | -122.5% | -82.9% |
| 5Y | -90.8% | +63.4% | -154.2% | -96.2% |
| All | -90.8% | +63.4% | -154.2% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling