+62.5%
VUG vs SNAP
-90.3%
+152.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +2.5% | +6.0% | -3.5% | +1.6% |
| 30D | -6.3% | -13.8% | +7.5% | -4.4% |
| 3M | -6.0% | -0.8% | -5.3% | -6.4% |
| 6M | -3.5% | -6.2% | +2.7% | -3.7% |
| YTD | +3.9% | -34.8% | +38.7% | +8.5% |
| 1Y | +5.1% | -38.7% | +43.8% | +10.6% |
| 3Y | +77.9% | -53.5% | +131.3% | +82.9% |
| All | +62.5% | -90.3% | +152.8% | +108.8% |
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 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