+528.8%
APP vs SNAP
-91.9%
+620.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +4.1% |
| 7D | +79.2% | -7.3% | +86.5% | +81.1% |
| 30D | +48.0% | -18.9% | +66.9% | +57.3% |
| 3M | +18.2% | -5.3% | +23.5% | +17.6% |
| 6M | -12.5% | -16.9% | +4.4% | -9.5% |
| YTD | -39.2% | -37.4% | -1.7% | -30.7% |
| 1Y | -33.9% | -38.5% | +4.6% | -24.4% |
| 3Y | +933.3% | -55.1% | +988.3% | +1,071.0% |
| 5Y | +295.9% | -90.8% | +386.7% | +538.1% |
| All | +528.8% | -91.9% | +620.8% | +836.3% |
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