+774.2%
SNPS vs VTEB
+26.0%
+748.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | -5.5% | -0.7% | -4.8% | -4.9% |
| 30D | -4.5% | -2.1% | -2.4% | -2.9% |
| 3M | -15.5% | -2.7% | -12.8% | -13.6% |
| 6M | -10.1% | -2.1% | -8.0% | -8.4% |
| YTD | -16.3% | -1.1% | -15.2% | -15.4% |
| 1Y | -34.9% | +1.3% | -36.3% | -35.6% |
| 3Y | -14.4% | +9.0% | -23.4% | -20.6% |
| 5Y | +17.9% | +1.5% | +16.4% | +14.7% |
| 10Y | +574.2% | +18.5% | +555.7% | +569.6% |
| All | +774.2% | +26.0% | +748.2% | +896.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling