+16.5%
SNPS vs VMC
+52.4%
-35.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.5% |
| 7D | -5.5% | -0.5% | -5.0% | -5.3% |
| 30D | -5.8% | -9.1% | +3.3% | -0.7% |
| 3M | -17.2% | -4.1% | -13.1% | -16.2% |
| 6M | -10.4% | -5.5% | -4.8% | -9.3% |
| YTD | -16.5% | -8.9% | -7.6% | -14.8% |
| 1Y | -35.6% | -12.9% | -22.7% | -32.4% |
| 3Y | -14.6% | +22.1% | -36.8% | -29.3% |
| 5Y | +16.5% | +52.7% | -36.2% | -17.0% |
| All | +16.5% | +52.4% | -35.9% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling