-65.8%
SNAP vs VIK
+236.8%
-302.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -2.0% |
| 7D | +1.5% | +3.6% | -2.1% | -0.3% |
| 30D | +1.9% | -16.7% | +18.6% | +10.7% |
| 3M | -3.9% | -1.1% | -2.8% | -5.0% |
| 6M | +5.2% | +27.8% | -22.6% | -10.6% |
| YTD | -32.7% | +23.3% | -56.1% | -42.0% |
| 1Y | -24.8% | +38.2% | -63.0% | -39.9% |
| All | -65.8% | +236.8% | -302.6% | -82.7% |
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