-14.9%
SNPS vs VTR
+131.3%
-146.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -5.5% | -2.9% | -2.6% | -5.4% |
| 30D | -4.5% | -2.8% | -1.7% | -4.4% |
| 3M | -15.5% | +9.0% | -24.5% | -15.7% |
| 6M | -10.1% | +5.0% | -15.0% | -9.9% |
| YTD | -16.3% | +16.9% | -33.2% | -16.9% |
| 1Y | -34.9% | +34.3% | -69.2% | -36.8% |
| All | -14.9% | +131.3% | -146.2% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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