+1,905.0%
SNPS vs VCLT
+100.6%
+1,804.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -0.6% | +0.2% | -0.9% | -0.7% |
| 30D | -9.8% | +2.3% | -12.1% | -10.5% |
| 3M | +11.7% | -1.1% | +12.8% | +12.1% |
| 6M | -10.9% | -4.2% | -6.8% | -9.7% |
| YTD | -2.1% | -3.4% | +1.3% | -1.0% |
| 1Y | +14.8% | -3.8% | +18.5% | +16.2% |
| 3Y | -11.3% | +14.7% | -26.1% | -15.2% |
| 5Y | +36.2% | -16.7% | +52.9% | +38.4% |
| 10Y | +684.5% | +20.5% | +664.0% | +726.7% |
| All | +1,905.0% | +100.6% | +1,804.4% | +2,418.4% |
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