-78.2%
SNAP vs VTR
+110.9%
-189.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | -9.8% | +1.4% | -11.2% | -10.1% |
| 30D | -18.2% | +8.2% | -26.5% | -20.1% |
| 3M | -3.1% | +4.6% | -7.7% | -4.4% |
| 6M | -7.1% | +4.3% | -11.5% | -9.1% |
| YTD | -33.8% | +19.0% | -52.8% | -38.0% |
| 1Y | -39.0% | +21.6% | -60.7% | -43.3% |
| 3Y | -52.8% | +132.2% | -185.0% | -65.0% |
| 5Y | -90.0% | +94.4% | -184.4% | -92.2% |
| All | -78.2% | +110.9% | -189.0% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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