+1,917.0%
SNPS vs VCLT
+99.5%
+1,817.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | +5.1% | -1.9% | +7.0% | +5.8% |
| 30D | -6.4% | +1.4% | -7.9% | -6.9% |
| 3M | +12.2% | -1.8% | +14.0% | +12.8% |
| 6M | -9.8% | -3.9% | -5.9% | -8.7% |
| YTD | -1.5% | -3.9% | +2.4% | -0.2% |
| 1Y | +16.0% | -4.7% | +20.7% | +17.9% |
| 3Y | -10.8% | +14.1% | -24.9% | -14.6% |
| 5Y | +33.3% | -16.6% | +49.9% | +35.6% |
| 10Y | +675.9% | +21.4% | +654.5% | +722.4% |
| All | +1,917.0% | +99.5% | +1,817.5% | +2,438.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling