+36.2%
SNPS vs VCLT
-17.9%
+54.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.8% |
| 7D | -0.6% | +0.2% | -0.9% | -0.8% |
| 30D | -9.8% | +2.3% | -12.1% | -11.3% |
| 3M | +11.7% | -1.1% | +12.8% | +12.4% |
| 6M | -10.9% | -4.2% | -6.8% | -8.5% |
| YTD | -2.1% | -3.4% | +1.3% | +0.1% |
| 1Y | +14.8% | -3.8% | +18.5% | +17.6% |
| 3Y | -11.3% | +14.7% | -26.1% | -20.7% |
| 5Y | +36.2% | -16.7% | +52.9% | +54.9% |
| All | +36.2% | -17.9% | +54.1% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling