-41.4%
SNAP vs VLTO
+54.1%
-95.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.4% | -13.6% | -13.8% |
| 7D | -10.4% | +12.0% | -22.4% | -15.8% |
| 30D | -11.9% | +20.8% | -32.8% | -20.9% |
| 3M | -4.5% | +20.1% | -24.6% | -13.8% |
| 6M | -16.7% | +32.6% | -49.3% | -29.0% |
| YTD | -36.9% | +17.3% | -54.2% | -42.5% |
| 1Y | -30.3% | +17.3% | -47.6% | -36.7% |
| 3Y | -52.5% | +66.9% | -119.4% | -61.7% |
| All | -41.4% | +54.1% | -95.6% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling