+2,069.2%
SNPS vs VTR
+1,499.7%
+569.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -5.0% |
| 7D | -11.0% | -1.7% | -9.3% | -10.7% |
| 30D | -1.7% | -2.4% | +0.7% | -1.3% |
| 3M | -20.4% | +14.8% | -35.1% | -22.7% |
| 6M | -8.6% | +5.3% | -14.0% | -9.9% |
| YTD | -16.2% | +18.1% | -34.2% | -19.2% |
| 1Y | -34.6% | +36.7% | -71.3% | -38.9% |
| 3Y | -14.5% | +130.1% | -144.5% | -28.4% |
| 5Y | +17.0% | +89.5% | -72.5% | +0.9% |
| 10Y | +560.0% | +87.4% | +472.7% | +430.9% |
| All | +2,069.2% | +1,499.7% | +569.4% | +863.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling