+17.9%
SNPS vs VEU
+56.2%
-38.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +1.2% |
| 7D | -5.5% | +0.3% | -5.8% | -5.9% |
| 30D | -4.5% | +0.7% | -5.1% | -5.2% |
| 3M | -15.5% | +4.7% | -20.2% | -20.3% |
| 6M | -10.1% | +11.6% | -21.7% | -21.7% |
| YTD | -16.3% | +16.8% | -33.1% | -31.4% |
| 1Y | -34.9% | +24.9% | -59.8% | -50.9% |
| 3Y | -14.4% | +75.7% | -90.1% | -57.1% |
| 5Y | +17.9% | +56.1% | -38.2% | -29.6% |
| All | +17.9% | +56.2% | -38.3% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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