+105.6%
VGT vs SNAP
-90.6%
+196.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -4.1% | -10.6% | +6.4% | -2.5% |
| 30D | -13.6% | -19.7% | +6.1% | -10.8% |
| 3M | -8.0% | -6.5% | -1.4% | -7.5% |
| 6M | -1.5% | -17.8% | +16.3% | +0.4% |
| YTD | +17.7% | -38.0% | +55.7% | +24.2% |
| 1Y | +13.8% | -42.5% | +56.3% | +21.3% |
| 3Y | +101.6% | -55.8% | +157.4% | +110.1% |
| All | +105.6% | -90.6% | +196.2% | +163.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling