As long as you close it correctly, it will pick off where it left off when you open the program again.
I finally went to sleep because this thing is incredibly slow, and guess what, when I opened it again this morning it started from scratch. Fucking fantastic. I hope they add pruning soon so I don't have to deal with this mammoth piece of shit of a 40GB blockchain to have some sort of security (anything that doesn't download the blockchain sucks as seen by the recent problems with non-core software).
If you have a spare computer, you could set that up as a server. It would just run Bitcoin Core and you can have spv wallets on other computers that connect only to your server node. Then you can ensure that your stuff is secure while not having to have Bitcoin Core take up space on your actual computer. Core 0.11.0 has pruning included but it can't use the wallet at the same time. If you set the node up and used pruning however, as long as you didn't use a wallet on that node and used spv wallets on other computers, it would work.
