+523.2%
VST vs SNPS
+28.8%
+494.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.9% | -1.3% | -4.6% |
| 7D | -19.9% | -10.2% | -9.7% | -17.1% |
| 30D | -29.7% | -12.8% | -16.8% | -26.5% |
| 3M | -19.6% | +9.9% | -29.4% | -22.4% |
| 6M | -29.4% | -12.4% | -17.0% | -27.2% |
| YTD | -29.7% | -6.3% | -23.5% | -29.7% |
| 1Y | -40.0% | +7.6% | -47.7% | -42.8% |
| 3Y | +231.0% | -9.8% | +240.7% | +210.6% |
| All | +523.2% | +28.8% | +494.3% | +400.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling