-68.5%
SNAP vs VIK
+236.8%
-305.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | -10.6% | +2.6% | -13.2% | -11.3% |
| 30D | -19.7% | +7.9% | -27.6% | -22.6% |
| 3M | -6.5% | -15.2% | +8.6% | +0.6% |
| 6M | -17.8% | +6.5% | -24.3% | -22.1% |
| YTD | -38.0% | +23.3% | -61.4% | -46.6% |
| 1Y | -42.5% | +47.7% | -90.2% | -55.7% |
| All | -68.5% | +236.8% | -305.3% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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