-79.7%
SNAP vs VT
+184.5%
-264.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.9% |
| 7D | -7.1% | -2.3% | -4.8% | -2.8% |
| 30D | -14.6% | -5.0% | -9.7% | -6.5% |
| 3M | -5.0% | -4.9% | -0.1% | +4.0% |
| 6M | -18.8% | -1.5% | -17.3% | -15.7% |
| YTD | -38.5% | +8.5% | -47.0% | -44.7% |
| 1Y | -38.1% | +11.4% | -49.5% | -46.5% |
| 3Y | -53.8% | +70.1% | -123.8% | -78.4% |
| 5Y | -90.7% | +53.7% | -144.4% | -94.6% |
| All | -79.7% | +184.5% | -264.3% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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