+17.0%
AGG vs SNAP
-76.3%
+93.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.1% |
| 7D | -1.1% | +3.8% | -4.9% | -1.1% |
| 30D | -1.1% | +9.2% | -10.4% | -1.2% |
| 3M | -1.9% | +6.6% | -8.5% | -2.0% |
| 6M | -1.7% | +16.9% | -18.6% | -1.8% |
| YTD | -1.3% | -29.6% | +28.3% | -1.2% |
| 1Y | -0.7% | -22.1% | +21.3% | -0.7% |
| 3Y | +12.5% | -39.8% | +52.3% | +12.4% |
| 5Y | -2.5% | -92.4% | +89.9% | -2.1% |
| All | +17.0% | -76.3% | +93.3% | +16.4% |
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