-2.4%
SNPS vs VLTO
+54.8%
-57.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.1% |
| 7D | -3.7% | +5.4% | -9.1% | -5.5% |
| 30D | -10.4% | +22.3% | -32.7% | -17.3% |
| 3M | +11.0% | +19.6% | -8.7% | +3.2% |
| 6M | -10.7% | +35.2% | -45.8% | -21.9% |
| YTD | -4.1% | +17.9% | -22.0% | -10.3% |
| 1Y | +13.7% | +19.5% | -5.8% | +5.2% |
| 3Y | -8.1% | +73.9% | -82.0% | -22.1% |
| All | -2.4% | +54.8% | -57.2% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling