-11.2%
VG vs SNAP
-19.6%
+8.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.0% | +10.0% | -7.0% |
| 7D | -22.0% | -10.4% | -11.6% | -23.3% |
| 30D | -14.7% | -11.9% | -2.8% | -16.1% |
| 3M | -7.1% | -4.5% | -2.6% | -5.9% |
| 6M | -11.2% | -16.7% | +5.5% | -5.0% |
| All | -11.2% | -19.6% | +8.4% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling