+2,448.4%
SNPS vs VTR
+1,498.3%
+950.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +5.1% | +0.7% | +4.4% | +4.9% |
| 30D | -6.4% | +6.9% | -13.4% | -7.7% |
| 3M | +12.2% | +1.3% | +10.9% | +11.7% |
| 6M | -9.8% | +2.5% | -12.3% | -10.8% |
| YTD | -1.5% | +18.0% | -19.5% | -5.3% |
| 1Y | +16.0% | +19.5% | -3.4% | +11.2% |
| 3Y | -10.8% | +130.2% | -141.0% | -25.4% |
| 5Y | +33.3% | +93.8% | -60.5% | +14.4% |
| 10Y | +675.9% | +131.5% | +544.5% | +499.6% |
| All | +2,448.4% | +1,498.3% | +950.1% | +1,029.3% |
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