+97.4%
ADBE vs SNAP
-79.2%
+176.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -3.8% | -10.6% | +6.7% | -2.3% |
| 30D | -2.3% | -19.7% | +17.4% | +0.9% |
| 3M | -13.3% | -6.5% | -6.7% | -12.9% |
| 6M | -6.5% | -17.8% | +11.3% | -4.6% |
| YTD | -32.4% | -38.0% | +5.7% | -28.4% |
| 1Y | -28.0% | -42.5% | +14.4% | -23.0% |
| 3Y | -60.4% | -55.8% | -4.5% | -58.7% |
| 5Y | -63.4% | -90.5% | +27.1% | -56.4% |
| All | +97.4% | -79.2% | +176.6% | +72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling