+572.1%
SNPS vs VMC
+154.4%
+417.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -4.6% | -3.7% | -0.9% | -3.3% |
| 30D | -3.3% | -12.8% | +9.4% | +1.5% |
| 3M | -13.8% | -7.9% | -5.8% | -11.6% |
| 6M | -8.2% | -7.5% | -0.7% | -6.5% |
| YTD | -15.4% | -11.6% | -3.8% | -12.9% |
| 1Y | +2.4% | -14.3% | +16.7% | +6.8% |
| 3Y | -13.5% | +18.5% | -32.0% | -19.9% |
| 5Y | +19.5% | +46.8% | -27.3% | +3.0% |
| All | +572.1% | +154.4% | +417.7% | +387.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling