+1,780.8%
SNPS vs VIVK
-100.0%
+1,880.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -12.3% | +6.9% | -5.4% |
| 7D | -11.0% | -1.4% | -9.6% | -11.0% |
| 30D | -1.7% | -43.6% | +41.9% | -1.7% |
| 3M | -20.4% | -95.1% | +74.8% | -20.2% |
| 6M | -8.6% | -98.2% | +89.6% | -8.4% |
| YTD | -16.2% | -97.9% | +81.8% | -16.0% |
| 1Y | -34.6% | -100.0% | +65.4% | -34.3% |
| 3Y | -14.5% | -100.0% | +85.5% | -14.1% |
| 5Y | +17.0% | -100.0% | +117.0% | +17.4% |
| 10Y | +560.0% | -100.0% | +660.0% | +562.0% |
| All | +1,780.8% | -100.0% | +1,880.8% | +1,805.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling