-66.8%
SNAP vs VIK
+243.7%
-310.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | +6.0% | +2.7% | +3.3% | +4.7% |
| 30D | -13.8% | +8.8% | -22.6% | -17.1% |
| 3M | -0.8% | -15.3% | +14.6% | +7.2% |
| 6M | -6.2% | +9.4% | -15.6% | -12.4% |
| YTD | -34.8% | +25.9% | -60.7% | -44.4% |
| 1Y | -38.7% | +51.0% | -89.7% | -53.3% |
| All | -66.8% | +243.7% | -310.5% | -83.4% |
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