+33.3%
SNPS vs VTR
+92.5%
-59.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +5.1% | +0.7% | +4.4% | +5.0% |
| 30D | -6.4% | +6.9% | -13.4% | -7.7% |
| 3M | +12.2% | +1.3% | +10.9% | +11.8% |
| 6M | -9.8% | +2.5% | -12.3% | -10.6% |
| YTD | -1.5% | +18.0% | -19.5% | -6.0% |
| 1Y | +16.0% | +19.5% | -3.4% | +10.2% |
| 3Y | -10.8% | +130.2% | -141.0% | -33.0% |
| 5Y | +33.3% | +93.8% | -60.5% | +6.0% |
| All | +33.3% | +92.5% | -59.2% | +6.0% |
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