+29.8%
SNOW vs VIG
+102.7%
-72.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | +0.2% |
| 7D | -7.5% | -2.2% | -5.3% | -4.0% |
| 30D | -1.3% | -3.2% | +1.9% | +4.2% |
| 3M | +37.4% | +3.0% | +34.4% | +30.9% |
| 6M | +88.1% | +8.1% | +79.9% | +64.7% |
| YTD | +50.3% | +9.1% | +41.3% | +30.1% |
| 1Y | +46.0% | +12.6% | +33.4% | +19.9% |
| 3Y | +98.7% | +55.4% | +43.3% | -2.8% |
| 5Y | +3.5% | +62.8% | -59.3% | -50.7% |
| All | +29.8% | +102.7% | -72.8% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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