-76.8%
SNAP vs VNQ
+61.5%
-138.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.3% |
| 7D | +3.8% | -1.3% | +5.1% | +5.0% |
| 30D | +9.2% | -2.6% | +11.8% | +11.9% |
| 3M | +6.6% | -2.0% | +8.6% | +8.3% |
| 6M | +16.9% | +4.3% | +12.5% | +12.3% |
| YTD | -29.6% | +9.2% | -38.8% | -35.2% |
| 1Y | -22.1% | +5.6% | -27.7% | -26.2% |
| 3Y | -39.8% | +30.8% | -70.7% | -52.6% |
| 5Y | -92.4% | +8.0% | -100.4% | -92.9% |
| All | -76.8% | +61.5% | -138.3% | -82.6% |
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