+556.6%
SNPS vs VUG
+408.5%
+148.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | -5.5% | +0.9% | -6.4% | -6.4% |
| 30D | -5.8% | -1.4% | -4.3% | -3.9% |
| 3M | -17.2% | +2.3% | -19.5% | -19.5% |
| 6M | -10.4% | +15.7% | -26.1% | -24.2% |
| YTD | -16.5% | +8.6% | -25.2% | -23.8% |
| 1Y | -35.6% | +14.1% | -49.7% | -44.2% |
| 3Y | -14.6% | +87.9% | -102.5% | -57.0% |
| 5Y | +16.5% | +76.3% | -59.8% | -36.2% |
| 10Y | +556.6% | +409.7% | +146.9% | +18.1% |
| All | +556.6% | +408.5% | +148.0% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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