-7.6%
SNPS vs VLTO
+73.3%
-80.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +3.4% |
| 7D | +0.2% | +2.0% | -1.8% | -0.5% |
| 30D | -8.4% | +21.8% | -30.2% | -15.7% |
| 3M | +12.3% | +20.2% | -8.0% | +3.9% |
| 6M | -9.6% | +36.3% | -45.9% | -21.7% |
| YTD | -0.6% | +18.8% | -19.4% | -7.6% |
| 1Y | +18.7% | +20.4% | -1.7% | +9.1% |
| 3Y | -7.6% | +71.9% | -79.5% | -19.8% |
| All | -7.6% | +73.3% | -80.8% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling