-14.0%
SNPS vs VTEB
+8.2%
-22.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.4% |
| 7D | -4.6% | -1.2% | -3.4% | -4.0% |
| 30D | -3.3% | -2.9% | -0.5% | -1.9% |
| 3M | -13.8% | -3.2% | -10.6% | -12.4% |
| 6M | -8.2% | -2.6% | -5.6% | -7.0% |
| YTD | -15.4% | -1.8% | -13.6% | -14.6% |
| 1Y | +2.4% | +0.2% | +2.2% | +3.1% |
| All | -14.0% | +8.2% | -22.2% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 3y: compounded portfolio wealth divided by compounded VTEB 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…
3y analysis · Full analysis span regression · 6 months rolling