-42.5%
SNAP vs VLTO
+56.3%
-98.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -10.6% | +1.6% | -12.2% | -11.3% |
| 30D | -19.7% | +22.0% | -41.7% | -28.2% |
| 3M | -6.5% | +21.9% | -28.4% | -16.3% |
| 6M | -17.8% | +36.5% | -54.3% | -30.9% |
| YTD | -38.0% | +19.0% | -57.0% | -43.9% |
| 1Y | -42.5% | +21.0% | -63.4% | -48.6% |
| 3Y | -55.8% | +69.9% | -125.7% | -64.7% |
| All | -42.5% | +56.3% | -98.8% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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