-79.4%
SNAP vs VMC
+153.4%
-232.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.5% |
| 7D | -7.3% | +0.3% | -7.6% | -7.2% |
| 30D | -18.9% | +18.6% | -37.5% | -25.6% |
| 3M | -5.3% | +2.0% | -7.3% | -6.2% |
| 6M | -16.9% | +2.6% | -19.5% | -18.5% |
| YTD | -37.4% | +2.3% | -39.7% | -39.1% |
| 1Y | -38.5% | +1.7% | -40.2% | -40.0% |
| 3Y | -55.1% | +41.7% | -96.8% | -63.2% |
| 5Y | -90.8% | +46.6% | -137.4% | -92.6% |
| All | -79.4% | +153.4% | -232.8% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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