+572.5%
SNPS vs VYM
+209.2%
+363.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.6% |
| 7D | +0.9% | -0.8% | +1.7% | +1.7% |
| 30D | -3.6% | -2.2% | -1.4% | -1.4% |
| 3M | -12.9% | +3.1% | -16.0% | -15.5% |
| 6M | -8.2% | +9.7% | -17.9% | -16.3% |
| YTD | -15.4% | +14.9% | -30.3% | -26.3% |
| 1Y | -9.3% | +17.6% | -26.9% | -22.7% |
| 3Y | -14.0% | +65.3% | -79.3% | -47.0% |
| 5Y | +19.5% | +78.7% | -59.2% | -30.7% |
| All | +572.5% | +209.2% | +363.3% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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