-77.7%
SNAP vs VYM
+176.1%
-253.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.6% |
| 7D | +0.7% | 0.0% | +0.7% | +0.8% |
| 30D | +2.6% | -0.5% | +3.2% | +3.3% |
| 3M | -9.9% | +3.0% | -12.9% | -12.6% |
| 6M | +1.9% | +8.2% | -6.4% | -6.6% |
| YTD | -32.2% | +15.8% | -48.0% | -42.6% |
| 1Y | -22.8% | +20.8% | -43.7% | -37.7% |
| 3Y | -47.6% | +65.3% | -112.9% | -69.4% |
| 5Y | -92.7% | +76.6% | -169.3% | -95.9% |
| All | -77.7% | +176.1% | -253.7% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling