+691.2%
SNPS vs VFC
-44.8%
+736.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.1% |
| 7D | +0.2% | +7.7% | -7.5% | -1.4% |
| 30D | -8.4% | +39.2% | -47.6% | -14.9% |
| 3M | +12.3% | +40.3% | -28.0% | +4.0% |
| 6M | -9.6% | +11.4% | -21.0% | -12.8% |
| YTD | -0.6% | +17.5% | -18.1% | -5.7% |
| 1Y | +18.7% | +45.9% | -27.2% | +7.0% |
| 3Y | -7.6% | +47.3% | -54.9% | -23.7% |
| 5Y | +34.1% | -67.2% | +101.3% | +68.2% |
| 10Y | +691.2% | -46.1% | +737.3% | +789.1% |
| All | +691.2% | -44.8% | +736.0% | +789.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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