+572.5%
SNPS vs VWO
+117.1%
+455.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.6% |
| 7D | +0.9% | -1.8% | +2.7% | +2.5% |
| 30D | -3.6% | -0.1% | -3.5% | -3.6% |
| 3M | -12.9% | +2.2% | -15.1% | -14.7% |
| 6M | -8.2% | +8.8% | -17.0% | -14.8% |
| YTD | -15.4% | +12.4% | -27.8% | -23.8% |
| 1Y | -9.3% | +15.6% | -24.9% | -20.2% |
| 3Y | -14.0% | +62.5% | -76.5% | -44.0% |
| 5Y | +19.5% | +34.3% | -14.7% | -8.2% |
| All | +572.5% | +117.1% | +455.4% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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