-77.5%
SNAP vs VYM
+172.0%
-249.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.6% |
| 7D | -3.2% | -1.9% | -1.3% | -1.0% |
| 30D | +0.2% | -2.6% | +2.8% | +3.3% |
| 3M | +2.6% | +3.6% | -1.0% | -1.2% |
| 6M | +12.4% | +8.7% | +3.7% | +2.6% |
| YTD | -31.6% | +14.1% | -45.7% | -41.0% |
| 1Y | -21.7% | +17.8% | -39.5% | -34.9% |
| 3Y | -41.2% | +64.5% | -105.7% | -65.5% |
| 5Y | -92.6% | +77.5% | -170.1% | -95.8% |
| All | -77.5% | +172.0% | -249.5% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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