-9.3%
SNPS vs VTV
+24.1%
-33.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.7% |
| 7D | +0.9% | -1.1% | +2.0% | +2.1% |
| 30D | -3.6% | -1.0% | -2.6% | -2.6% |
| 3M | -12.9% | +4.6% | -17.6% | -17.5% |
| 6M | -8.2% | +13.5% | -21.7% | -21.5% |
| YTD | -15.4% | +18.5% | -33.9% | -31.9% |
| 1Y | -9.3% | +22.9% | -32.2% | -30.6% |
| All | -9.3% | +24.1% | -33.4% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 1y: compounded portfolio wealth divided by compounded VTV 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…
1y analysis · Full analysis span regression · 6 months rolling