+19.5%
SNPS vs VIVK
-100.0%
+119.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +1.0% |
| 7D | -4.6% | -9.5% | +4.9% | -4.5% |
| 30D | -3.3% | -35.1% | +31.8% | -2.8% |
| 3M | -13.8% | -93.4% | +79.6% | -11.3% |
| 6M | -8.2% | -98.0% | +89.8% | -4.8% |
| YTD | -15.4% | -97.9% | +82.4% | -13.1% |
| 1Y | +2.4% | -100.0% | +102.4% | +10.3% |
| 3Y | -13.5% | -100.0% | +86.5% | -7.7% |
| 5Y | +19.5% | -100.0% | +119.5% | +25.7% |
| All | +19.5% | -100.0% | +119.5% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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