+5,740.6%
SNPS vs VMC
+3,876.2%
+1,864.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -0.6% | +1.1% | -1.8% | -1.0% |
| 30D | -9.8% | +17.7% | -27.5% | -14.5% |
| 3M | +11.7% | +1.1% | +10.7% | +11.0% |
| 6M | -10.9% | +1.8% | -12.8% | -12.2% |
| YTD | -2.1% | +1.5% | -3.6% | -3.9% |
| 1Y | +14.8% | -1.1% | +15.9% | +13.5% |
| 3Y | -11.3% | +38.8% | -50.1% | -21.1% |
| 5Y | +36.2% | +49.6% | -13.3% | +18.4% |
| 10Y | +684.5% | +130.6% | +553.9% | +465.3% |
| All | +5,740.6% | +3,876.2% | +1,864.4% | +1,795.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling