+125.8%
VGT vs SNAP
-43.9%
+169.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +1.8% | +1.5% | +0.3% | +1.6% |
| 30D | -0.3% | +1.9% | -2.2% | -0.9% |
| 3M | +3.4% | -3.9% | +7.3% | +3.3% |
| 6M | +35.0% | +5.2% | +29.7% | +31.8% |
| YTD | +28.8% | -32.7% | +61.5% | +34.7% |
| 1Y | +38.0% | -24.8% | +62.8% | +41.3% |
| 3Y | +125.8% | -42.2% | +168.0% | +114.1% |
| All | +125.8% | -43.9% | +169.7% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling