+574.2%
SNPS vs VIG
+241.3%
+332.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.0% |
| 7D | -5.5% | -1.2% | -4.3% | -4.1% |
| 30D | -4.5% | -2.8% | -1.7% | -1.1% |
| 3M | -15.5% | +2.5% | -18.0% | -18.1% |
| 6M | -10.1% | +8.1% | -18.2% | -18.3% |
| YTD | -16.3% | +9.6% | -25.8% | -25.1% |
| 1Y | -34.9% | +14.2% | -49.1% | -44.8% |
| 3Y | -14.4% | +56.1% | -70.5% | -49.2% |
| 5Y | +17.9% | +62.8% | -45.0% | -32.0% |
| 10Y | +574.2% | +248.2% | +326.0% | +69.0% |
| All | +574.2% | +241.3% | +332.9% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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