-4.6%
SNPS vs VLTO
+54.1%
-58.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.7% |
| 7D | -10.2% | +12.0% | -22.2% | -13.9% |
| 30D | -12.8% | +20.8% | -33.7% | -19.2% |
| 3M | +9.9% | +20.1% | -10.3% | +2.0% |
| 6M | -12.4% | +32.6% | -45.0% | -22.7% |
| YTD | -6.3% | +17.3% | -23.6% | -12.2% |
| 1Y | +7.6% | +17.3% | -9.7% | +0.5% |
| 3Y | -9.8% | +66.9% | -76.7% | -22.9% |
| All | -4.6% | +54.1% | -58.7% | -16.6% |
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