+622.2%
VGT vs SNAP
-78.1%
+700.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | +2.5% | +6.0% | -3.6% | +1.6% |
| 30D | -9.5% | -13.8% | +4.3% | -7.6% |
| 3M | -9.5% | -0.8% | -8.7% | -9.9% |
| 6M | -1.8% | -6.2% | +4.5% | -1.9% |
| YTD | +18.4% | -34.8% | +53.2% | +23.6% |
| 1Y | +18.7% | -38.7% | +57.4% | +25.0% |
| 3Y | +103.8% | -53.5% | +157.3% | +111.1% |
| 5Y | +104.4% | -90.2% | +194.6% | +137.6% |
| All | +622.2% | -78.1% | +700.3% | +539.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling