+572.5%
SNPS vs VTRS
-48.4%
+620.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +0.9% | -2.2% | +3.1% | +1.4% |
| 30D | -3.6% | +3.3% | -6.9% | -4.3% |
| 3M | -12.9% | +2.0% | -14.9% | -13.5% |
| 6M | -8.2% | +19.9% | -28.2% | -12.1% |
| YTD | -15.4% | +35.7% | -51.1% | -21.1% |
| 1Y | -9.3% | +68.1% | -77.4% | -19.3% |
| 3Y | -14.0% | +87.1% | -101.0% | -26.4% |
| 5Y | +19.5% | +47.6% | -28.1% | +4.7% |
| All | +572.5% | -48.4% | +620.9% | +562.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling