+40.1%
VG vs SNAP
-39.3%
+79.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +2.6% |
| 7D | -8.3% | -7.3% | -1.0% | -9.1% |
| 30D | -10.3% | -18.9% | +8.6% | -12.9% |
| 3M | -10.8% | -5.3% | -5.5% | -10.5% |
| 6M | +3.5% | -16.9% | +20.4% | +4.9% |
| YTD | +74.0% | -37.4% | +111.4% | +100.8% |
| All | +40.1% | -39.3% | +79.4% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling