-90.5%
SNAP vs VSH
+38.9%
-129.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +2.7% |
| 7D | +6.0% | +14.3% | -8.3% | -0.8% |
| 30D | -13.8% | -7.9% | -5.9% | -12.0% |
| 3M | -0.8% | -19.9% | +19.1% | +5.8% |
| 6M | -6.2% | -30.5% | +24.3% | -2.8% |
| YTD | -34.8% | +85.7% | -120.5% | -65.4% |
| 1Y | -38.7% | +98.9% | -137.6% | -69.2% |
| 3Y | -53.5% | +32.1% | -85.5% | -70.8% |
| All | -90.5% | +38.9% | -129.5% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling