-90.5%
SNAP vs VIVK
-100.0%
+9.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -22.8% | +21.8% | -1.2% |
| 7D | -10.6% | -56.0% | +45.4% | -11.0% |
| 30D | -19.7% | -92.3% | +72.5% | -21.2% |
| 3M | -6.5% | -98.6% | +92.1% | -9.2% |
| 6M | -17.8% | -99.9% | +82.2% | -20.9% |
| YTD | -38.0% | -100.0% | +61.9% | -39.9% |
| 1Y | -42.5% | -100.0% | +57.5% | -44.8% |
| 3Y | -55.8% | -100.0% | +44.2% | -57.4% |
| 5Y | -90.5% | -100.0% | +9.5% | -90.3% |
| All | -90.5% | -100.0% | +9.5% | -90.3% |
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