+634.6%
VGT vs SNAP
-78.3%
+712.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | -0.2% |
| 7D | +5.6% | +2.6% | +3.1% | +5.2% |
| 30D | -10.6% | -19.6% | +9.0% | -7.8% |
| 3M | -6.9% | +0.4% | -7.3% | -7.4% |
| 6M | +0.9% | -5.9% | +6.9% | +0.8% |
| YTD | +20.4% | -35.3% | +55.7% | +25.9% |
| 1Y | +17.4% | -42.6% | +60.0% | +24.7% |
| 3Y | +106.3% | -53.9% | +160.2% | +114.0% |
| 5Y | +107.9% | -90.3% | +198.1% | +142.0% |
| All | +634.6% | -78.3% | +712.9% | +551.4% |
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