-78.7%
SNAP vs VIVK
-100.0%
+21.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.6% | +7.3% | -2.3% |
| 7D | +2.6% | -38.6% | +41.2% | +2.4% |
| 30D | -19.6% | -87.7% | +68.2% | -20.3% |
| 3M | +0.4% | -98.9% | +99.2% | -1.5% |
| 6M | -5.9% | -100.0% | +94.0% | -8.5% |
| YTD | -35.3% | -100.0% | +64.6% | -36.7% |
| 1Y | -42.6% | -100.0% | +57.4% | -44.3% |
| 3Y | -53.9% | -100.0% | +46.1% | -55.2% |
| 5Y | -90.3% | -100.0% | +9.7% | -90.5% |
| All | -78.7% | -100.0% | +21.3% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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