-78.5%
SNAP vs VMC
+144.0%
-222.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.0% |
| 7D | +6.0% | -1.3% | +7.3% | +6.7% |
| 30D | -13.8% | +15.5% | -29.2% | -19.8% |
| 3M | -0.8% | +0.6% | -1.3% | -1.1% |
| 6M | -6.2% | +2.1% | -8.3% | -7.8% |
| YTD | -34.8% | -1.6% | -33.3% | -35.4% |
| 1Y | -38.7% | -1.2% | -37.5% | -39.4% |
| 3Y | -53.5% | +35.3% | -88.8% | -61.0% |
| 5Y | -90.2% | +43.6% | -133.8% | -92.0% |
| All | -78.5% | +144.0% | -222.5% | -87.1% |
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