+1,112.0%
VST vs SNPS
+667.9%
+444.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.3% | +8.2% | +9.8% |
| 7D | -9.8% | -3.7% | -6.1% | -8.6% |
| 30D | -25.1% | -10.4% | -14.8% | -22.4% |
| 3M | -11.6% | +11.0% | -22.5% | -15.0% |
| 6M | -20.9% | -10.7% | -10.2% | -19.0% |
| YTD | -22.3% | -4.1% | -18.2% | -22.9% |
| 1Y | -32.0% | +13.7% | -45.7% | -36.3% |
| 3Y | +262.4% | -8.1% | +270.4% | +242.0% |
| 5Y | +563.4% | +32.2% | +531.2% | +439.8% |
| All | +1,112.0% | +667.9% | +444.1% | +442.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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