-78.2%
SNAP vs VRSN
+281.4%
-359.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.8% | +6.2% |
| 7D | -9.8% | -1.2% | -8.6% | -8.9% |
| 30D | -18.2% | +3.8% | -22.0% | -19.9% |
| 3M | -3.1% | +9.5% | -12.6% | -8.1% |
| 6M | -7.1% | +10.3% | -17.4% | -13.1% |
| YTD | -33.8% | +30.5% | -64.3% | -44.9% |
| 1Y | -39.0% | +27.9% | -66.9% | -48.6% |
| 3Y | -52.8% | +54.3% | -107.1% | -66.3% |
| 5Y | -90.0% | +37.2% | -127.1% | -92.3% |
| All | -78.2% | +281.4% | -359.6% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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