+17.1%
SNPS vs VFC
-79.1%
+96.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -5.8% |
| 7D | -11.0% | -1.6% | -9.4% | -10.8% |
| 30D | -1.7% | -11.6% | +9.9% | +0.4% |
| 3M | -20.4% | -18.1% | -2.3% | -17.9% |
| 6M | -8.6% | -27.4% | +18.7% | -4.0% |
| YTD | -16.2% | -24.8% | +8.7% | -12.7% |
| 1Y | -34.6% | -8.2% | -26.4% | -34.7% |
| 3Y | -14.5% | -29.1% | +14.6% | -14.9% |
| All | +17.1% | -79.1% | +96.2% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling