+660.9%
SNPS vs VFC
-48.6%
+709.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.9% | -2.3% |
| 7D | +1.1% | +1.6% | -0.6% | +0.7% |
| 30D | -5.2% | +25.5% | -30.6% | -9.8% |
| 3M | +10.6% | +41.3% | -30.7% | +2.2% |
| 6M | -10.6% | +22.2% | -32.8% | -15.5% |
| YTD | -3.1% | +16.4% | -19.5% | -8.0% |
| 1Y | +15.6% | +38.4% | -22.9% | +5.3% |
| 3Y | -12.9% | +56.2% | -69.2% | -29.3% |
| 5Y | +31.2% | -68.2% | +99.3% | +65.8% |
| All | +660.9% | -48.6% | +709.6% | +754.5% |
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