-79.7%
SNAP vs VSH
+72.0%
-151.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -5.1% |
| 7D | -7.1% | -12.9% | +5.8% | -1.4% |
| 30D | -14.6% | -36.9% | +22.2% | +3.3% |
| 3M | -5.0% | -28.8% | +23.8% | +6.8% |
| 6M | -18.8% | -30.3% | +11.5% | -15.9% |
| YTD | -38.5% | +62.4% | -100.9% | -60.7% |
| 1Y | -38.1% | +62.5% | -100.6% | -60.7% |
| 3Y | -53.8% | +7.4% | -61.2% | -65.0% |
| 5Y | -90.7% | +25.4% | -116.1% | -93.4% |
| All | -79.7% | +72.0% | -151.7% | -88.2% |
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