-11.5%
SNPS vs VTR
+131.9%
-143.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +5.1% | +0.7% | +4.4% | +5.1% |
| 30D | -6.4% | +6.9% | -13.4% | -6.2% |
| 3M | +12.2% | +1.3% | +10.9% | +12.5% |
| 6M | -9.8% | +2.5% | -12.3% | -9.2% |
| YTD | -1.5% | +18.0% | -19.5% | -1.6% |
| 1Y | +16.0% | +19.5% | -3.4% | +15.6% |
| All | -11.5% | +131.9% | -143.4% | -23.3% |
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