+29.6%
SNOW vs VCLT
-14.7%
+44.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -2.4% | -1.4% | -1.1% | -1.0% |
| 30D | -1.0% | -1.2% | +0.2% | +0.2% |
| 3M | +36.9% | -4.8% | +41.6% | +44.0% |
| 6M | +83.4% | -2.6% | +85.9% | +88.4% |
| YTD | +50.0% | -3.3% | +53.3% | +55.3% |
| 1Y | +46.5% | -4.8% | +51.3% | +54.2% |
| 3Y | +93.3% | +11.5% | +81.8% | +65.5% |
| 5Y | +3.3% | -17.0% | +20.2% | +25.1% |
| All | +29.6% | -14.7% | +44.2% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling