-76.8%
SNAP vs VIVK
-100.0%
+23.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.4% | +10.3% | +2.9% |
| 7D | +3.8% | -4.4% | +8.2% | +3.8% |
| 30D | +9.2% | -40.8% | +50.0% | +9.0% |
| 3M | +6.6% | -94.1% | +100.7% | +5.7% |
| 6M | +16.9% | -98.2% | +115.1% | +15.8% |
| YTD | -29.6% | -98.0% | +68.4% | -30.0% |
| 1Y | -22.1% | -100.0% | +77.9% | -23.2% |
| 3Y | -39.8% | -100.0% | +60.2% | -40.6% |
| 5Y | -92.4% | -100.0% | +7.6% | -92.4% |
| All | -76.8% | -100.0% | +23.2% | -75.7% |
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