+11.2%
SNPS vs VMC
+3.7%
+7.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.5% |
| 7D | -3.9% | +12.3% | -16.3% | -5.1% |
| 30D | -5.2% | +21.2% | -26.4% | -7.3% |
| 3M | +14.6% | +4.6% | +10.0% | +14.2% |
| 6M | -6.9% | +3.9% | -10.8% | -7.2% |
| YTD | -1.4% | +5.0% | -6.4% | -3.8% |
| 1Y | +11.2% | +2.6% | +8.6% | +9.6% |
| All | +11.2% | +3.7% | +7.5% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling