+660.9%
SNPS vs VCLT
+21.5%
+639.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +1.1% | -2.3% | +3.3% | +2.4% |
| 30D | -5.2% | +0.8% | -5.9% | -5.7% |
| 3M | +10.6% | -2.7% | +13.2% | +12.2% |
| 6M | -10.6% | -4.3% | -6.3% | -8.4% |
| YTD | -3.1% | -4.3% | +1.2% | -0.7% |
| 1Y | +15.6% | -4.4% | +19.9% | +18.5% |
| 3Y | -12.9% | +13.8% | -26.7% | -19.9% |
| 5Y | +31.2% | -17.0% | +48.1% | +42.2% |
| All | +660.9% | +21.5% | +639.4% | +623.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling