-1.3%
SNPS vs VLTO
+56.4%
-57.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.8% |
| 7D | +1.1% | +1.0% | +0.1% | +0.7% |
| 30D | -5.2% | +17.5% | -22.6% | -10.9% |
| 3M | +10.6% | +21.4% | -10.8% | +2.3% |
| 6M | -10.6% | +38.1% | -48.7% | -22.5% |
| YTD | -3.1% | +19.0% | -22.1% | -9.7% |
| 1Y | +15.6% | +20.7% | -5.1% | +6.6% |
| 3Y | -12.9% | +64.3% | -77.2% | -25.4% |
| All | -1.3% | +56.4% | -57.7% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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