+19.8%
SNPS vs VTEB
+1.2%
+18.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.3% |
| 7D | +0.9% | -0.9% | +1.8% | +1.9% |
| 30D | -3.6% | -2.5% | -1.1% | -0.8% |
| 3M | -12.9% | -3.0% | -9.9% | -9.9% |
| 6M | -8.2% | -2.1% | -6.1% | -5.9% |
| YTD | -15.4% | -1.5% | -13.9% | -13.9% |
| 1Y | -9.3% | +0.2% | -9.5% | -9.2% |
| 3Y | -14.0% | +8.6% | -22.5% | -25.2% |
| All | +19.8% | +1.2% | +18.6% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling