-2.5%
SNPS vs VMC
-8.2%
+5.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.8% |
| 7D | -11.0% | -4.3% | -6.7% | -8.2% |
| 30D | -1.7% | -8.2% | +6.5% | +4.1% |
| All | -2.5% | -8.2% | +5.7% | +2.9% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling