+17.9%
SNPS vs VTV
+80.1%
-62.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.7% |
| 7D | -5.5% | -0.7% | -4.8% | -4.7% |
| 30D | -4.5% | -0.5% | -4.0% | -4.0% |
| 3M | -15.5% | +5.3% | -20.8% | -21.0% |
| 6M | -10.1% | +12.9% | -22.9% | -22.9% |
| YTD | -16.3% | +18.5% | -34.8% | -32.5% |
| 1Y | -34.9% | +25.3% | -60.2% | -51.3% |
| 3Y | -14.4% | +68.2% | -82.6% | -55.2% |
| 5Y | +17.9% | +80.6% | -62.7% | -42.5% |
| All | +17.9% | +80.1% | -62.3% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling