-77.7%
SNAP vs VMC
+129.5%
-207.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -5.0% | -4.5% |
| 7D | +0.7% | -4.3% | +5.1% | +3.0% |
| 30D | +2.6% | -8.2% | +10.9% | +7.2% |
| 3M | -9.9% | -7.0% | -2.8% | -6.9% |
| 6M | +1.9% | -10.8% | +12.6% | +7.0% |
| YTD | -32.2% | -7.4% | -24.8% | -30.7% |
| 1Y | -22.8% | -9.5% | -13.4% | -20.3% |
| 3Y | -47.6% | +20.5% | -68.1% | -53.5% |
| 5Y | -92.7% | +51.6% | -144.3% | -94.1% |
| All | -77.7% | +129.5% | -207.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling