+31.4%
SNPS vs VMC
+42.5%
-11.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.8% |
| 7D | -3.7% | +0.5% | -4.2% | -4.0% |
| 30D | -10.4% | +15.8% | -26.2% | -17.8% |
| 3M | +11.0% | +0.6% | +10.4% | +10.0% |
| 6M | -10.7% | -4.0% | -6.7% | -10.0% |
| YTD | -4.1% | -0.3% | -3.8% | -7.4% |
| 1Y | +13.7% | -0.5% | +14.2% | +9.7% |
| 3Y | -8.1% | +39.6% | -47.6% | -30.5% |
| All | +31.4% | +42.5% | -11.1% | -3.5% |
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