-79.4%
SNAP vs VSH
+95.1%
-174.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +13.4% | -11.6% | -4.2% |
| 7D | -7.3% | +3.5% | -10.8% | -9.3% |
| 30D | -18.9% | -22.4% | +3.5% | -10.8% |
| 3M | -5.3% | -25.2% | +19.9% | +4.1% |
| 6M | -16.9% | -22.5% | +5.6% | -18.0% |
| YTD | -37.4% | +84.2% | -121.6% | -62.4% |
| 1Y | -38.5% | +87.1% | -125.6% | -63.5% |
| 3Y | -55.1% | +31.7% | -86.7% | -69.3% |
| 5Y | -90.8% | +42.6% | -133.4% | -93.9% |
| All | -79.4% | +95.1% | -174.5% | -88.7% |
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