+17.9%
SNPS vs VTR
+88.4%
-70.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -5.5% | -2.9% | -2.6% | -4.9% |
| 30D | -4.5% | -2.8% | -1.7% | -4.0% |
| 3M | -15.5% | +9.0% | -24.5% | -17.2% |
| 6M | -10.1% | +5.0% | -15.0% | -11.3% |
| YTD | -16.3% | +16.9% | -33.2% | -19.6% |
| 1Y | -34.9% | +34.3% | -69.2% | -40.1% |
| 3Y | -14.4% | +131.6% | -145.9% | -34.4% |
| 5Y | +17.9% | +88.0% | -70.1% | -8.8% |
| All | +17.9% | +88.4% | -70.5% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling