-92.9%
SNAP vs VYM
+76.9%
-169.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.3% |
| 7D | -5.0% | -1.0% | -4.0% | -3.4% |
| 30D | -0.7% | -2.0% | +1.3% | +2.8% |
| 3M | -5.0% | +3.1% | -8.1% | -9.3% |
| 6M | +3.5% | +8.9% | -5.4% | -10.0% |
| YTD | -34.2% | +14.7% | -48.9% | -47.8% |
| 1Y | -27.1% | +19.4% | -46.5% | -46.0% |
| 3Y | -43.5% | +65.4% | -108.8% | -76.0% |
| 5Y | -92.9% | +77.6% | -170.4% | -97.1% |
| All | -92.9% | +76.9% | -169.8% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling