+16.5%
SNPS vs VIG
+63.6%
-47.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.7% |
| 7D | -5.5% | -0.4% | -5.1% | -4.9% |
| 30D | -5.8% | -2.1% | -3.7% | -2.9% |
| 3M | -17.2% | +3.3% | -20.5% | -21.3% |
| 6M | -10.4% | +9.3% | -19.7% | -21.5% |
| YTD | -16.5% | +10.1% | -26.7% | -27.6% |
| 1Y | -35.6% | +14.7% | -50.4% | -47.6% |
| 3Y | -14.6% | +56.9% | -71.6% | -55.4% |
| 5Y | +16.5% | +62.9% | -46.4% | -39.6% |
| All | +16.5% | +63.6% | -47.1% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling