-77.8%
SNAP vs VSH
+131.8%
-209.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | +1.5% | +6.2% | -4.7% | -1.4% |
| 30D | +1.9% | -11.1% | +13.0% | +6.9% |
| 3M | -3.9% | -44.9% | +41.0% | +21.3% |
| 6M | +5.2% | +90.0% | -84.7% | -33.6% |
| YTD | -32.7% | +118.8% | -151.5% | -61.4% |
| 1Y | -24.8% | +109.0% | -133.8% | -56.3% |
| 3Y | -42.2% | +35.6% | -77.8% | -59.2% |
| 5Y | -92.7% | +66.7% | -159.4% | -95.3% |
| All | -77.8% | +131.8% | -209.6% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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