+686.8%
VGT vs SNAP
-77.2%
+764.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.4% | +0.9% |
| 7D | +1.0% | +0.7% | +0.3% | +0.9% |
| 30D | +1.3% | +2.6% | -1.3% | +0.6% |
| 3M | -1.1% | -9.9% | +8.7% | -0.3% |
| 6M | +32.6% | +1.9% | +30.8% | +30.6% |
| YTD | +29.0% | -32.2% | +61.2% | +34.3% |
| 1Y | +39.7% | -22.8% | +62.5% | +42.2% |
| 3Y | +120.9% | -47.6% | +168.5% | +125.2% |
| 5Y | +133.6% | -92.7% | +226.3% | +180.9% |
| All | +686.8% | -77.2% | +764.0% | +595.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling