-79.7%
SNAP vs VMC
+147.1%
-226.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.1% |
| 7D | -7.1% | +0.5% | -7.6% | -7.1% |
| 30D | -14.6% | +15.8% | -30.4% | -20.7% |
| 3M | -5.0% | +0.6% | -5.6% | -5.3% |
| 6M | -18.8% | -4.0% | -14.8% | -17.6% |
| YTD | -38.5% | -0.3% | -38.2% | -39.4% |
| 1Y | -38.1% | -0.5% | -37.6% | -38.9% |
| 3Y | -53.8% | +39.6% | -93.3% | -61.8% |
| 5Y | -90.7% | +50.1% | -140.7% | -92.6% |
| All | -79.7% | +147.1% | -226.8% | -87.9% |
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