+366.4%
VUG vs SNAP
-77.9%
+444.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | +0.1% | -5.0% | +5.1% | +0.8% |
| 30D | -1.7% | -0.7% | -0.9% | -1.8% |
| 3M | +2.8% | -5.0% | +7.8% | +2.9% |
| 6M | +13.6% | +3.5% | +10.1% | +11.8% |
| YTD | +8.1% | -34.2% | +42.3% | +12.7% |
| 1Y | +13.1% | -27.1% | +40.1% | +15.7% |
| 3Y | +87.0% | -43.5% | +130.4% | +88.1% |
| 5Y | +76.0% | -92.9% | +168.9% | +108.6% |
| All | +366.4% | -77.9% | +444.3% | +322.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling