+19.5%
SNPS vs VYM
+75.8%
-56.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.6% |
| 7D | -4.6% | -1.9% | -2.7% | -2.4% |
| 30D | -3.3% | -2.6% | -0.7% | -0.3% |
| 3M | -13.8% | +3.6% | -17.3% | -17.4% |
| 6M | -8.2% | +8.7% | -16.9% | -17.0% |
| YTD | -15.4% | +14.1% | -29.6% | -28.0% |
| 1Y | +2.4% | +17.8% | -15.4% | -15.8% |
| 3Y | -13.5% | +64.5% | -78.0% | -52.0% |
| 5Y | +19.5% | +77.5% | -58.1% | -38.3% |
| All | +19.5% | +75.8% | -56.3% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling