-78.5%
SNAP vs VIVK
-100.0%
+21.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.5% | +8.3% | +0.7% |
| 7D | +6.0% | -57.7% | +63.7% | +5.6% |
| 30D | -13.8% | -87.3% | +73.5% | -14.5% |
| 3M | -0.8% | -98.9% | +98.2% | -2.7% |
| 6M | -6.2% | -100.0% | +93.7% | -8.8% |
| YTD | -34.8% | -100.0% | +65.1% | -36.3% |
| 1Y | -38.7% | -100.0% | +61.3% | -40.6% |
| 3Y | -53.5% | -100.0% | +46.5% | -54.8% |
| 5Y | -90.2% | -100.0% | +9.8% | -90.5% |
| All | -78.5% | -100.0% | +21.5% | -77.9% |
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