-92.9%
SNAP vs VIVK
-100.0%
+7.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.3% | +4.1% | -2.3% |
| 7D | -5.0% | -7.9% | +2.9% | -5.1% |
| 30D | -0.7% | -42.0% | +41.2% | -1.1% |
| 3M | -5.0% | -92.5% | +87.5% | -5.9% |
| 6M | +3.5% | -98.0% | +101.5% | +2.4% |
| YTD | -34.2% | -97.9% | +63.7% | -34.5% |
| 1Y | -27.1% | -100.0% | +72.9% | -28.2% |
| 3Y | -43.5% | -100.0% | +56.5% | -44.4% |
| 5Y | -92.9% | -100.0% | +7.1% | -92.6% |
| All | -92.9% | -100.0% | +7.1% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling