-8.6%
SNPS vs VMC
-11.2%
+2.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.5% |
| 7D | -11.0% | -4.3% | -6.7% | -10.6% |
| 30D | -1.7% | -8.2% | +6.5% | -1.1% |
| 3M | -20.4% | -7.0% | -13.3% | -19.6% |
| 6M | -8.6% | -10.8% | +2.1% | -8.1% |
| All | -8.6% | -11.2% | +2.5% | -8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling