-78.5%
SNAP vs VNQ
+65.8%
-144.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | +6.0% | +0.8% | +5.3% | +5.4% |
| 30D | -13.8% | +6.8% | -20.5% | -18.4% |
| 3M | -0.8% | -1.3% | +0.5% | +0.8% |
| 6M | -6.2% | +2.4% | -8.6% | -8.1% |
| YTD | -34.8% | +12.1% | -46.9% | -41.1% |
| 1Y | -38.7% | +12.0% | -50.7% | -44.5% |
| 3Y | -53.5% | +44.8% | -98.2% | -66.3% |
| 5Y | -90.2% | +6.9% | -97.1% | -90.8% |
| All | -78.5% | +65.8% | -144.3% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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