-79.2%
SNAP vs VT
+183.9%
-263.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.1% | -9.9% | -7.5% |
| 7D | -10.4% | -4.2% | -6.2% | -3.2% |
| 30D | -11.9% | -5.8% | -6.1% | -2.2% |
| 3M | -4.5% | -5.2% | +0.7% | +5.2% |
| 6M | -16.7% | +0.1% | -16.8% | -15.9% |
| YTD | -36.9% | +8.2% | -45.2% | -43.1% |
| 1Y | -30.3% | +10.1% | -40.4% | -38.8% |
| 3Y | -52.5% | +69.7% | -122.2% | -77.8% |
| 5Y | -90.4% | +53.4% | -143.8% | -94.4% |
| All | -79.2% | +183.9% | -263.1% | -94.0% |
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