-77.8%
SNAP vs VMC
+125.8%
-203.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.1% |
| 7D | +1.5% | -0.5% | +2.0% | +1.7% |
| 30D | +1.9% | -9.1% | +11.0% | +6.9% |
| 3M | -3.9% | -4.1% | +0.3% | -2.2% |
| 6M | +5.2% | -5.5% | +10.8% | +7.4% |
| YTD | -32.7% | -8.9% | -23.8% | -30.6% |
| 1Y | -24.8% | -12.9% | -11.9% | -20.7% |
| 3Y | -42.2% | +22.1% | -64.3% | -49.0% |
| 5Y | -92.7% | +52.7% | -145.4% | -94.1% |
| All | -77.8% | +125.8% | -203.6% | -86.1% |
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