+556.6%
SNPS vs VFC
-69.1%
+625.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | -5.5% | +0.8% | -6.3% | -5.7% |
| 30D | -5.8% | -11.9% | +6.2% | -3.3% |
| 3M | -17.2% | -20.2% | +3.0% | -13.8% |
| 6M | -10.4% | -23.0% | +12.6% | -6.3% |
| YTD | -16.5% | -26.2% | +9.7% | -12.3% |
| 1Y | -35.6% | -13.3% | -22.3% | -35.1% |
| 3Y | -14.6% | -25.5% | +10.9% | -18.6% |
| 5Y | +16.5% | -78.1% | +94.6% | +58.7% |
| 10Y | +556.6% | -68.8% | +625.3% | +717.8% |
| All | +556.6% | -69.1% | +625.7% | +717.8% |
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