+5,491.2%
SNPS vs VFC
+893.5%
+4,597.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -4.2% |
| 7D | -10.2% | +10.9% | -21.0% | -12.6% |
| 30D | -12.8% | +40.6% | -53.5% | -20.4% |
| 3M | +9.9% | +34.4% | -24.6% | +1.3% |
| 6M | -12.4% | +12.3% | -24.7% | -16.4% |
| YTD | -6.3% | +14.4% | -20.6% | -11.5% |
| 1Y | +7.6% | +40.6% | -33.0% | -4.1% |
| 3Y | -9.8% | +40.1% | -49.9% | -27.5% |
| 5Y | +29.2% | -67.6% | +96.8% | +53.1% |
| 10Y | +663.8% | -45.9% | +709.7% | +627.1% |
| All | +5,491.2% | +893.5% | +4,597.7% | +2,081.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling