+503.8%
APP vs SNAP
-91.6%
+595.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.9% |
| 7D | +10.6% | +2.6% | +8.0% | +9.4% |
| 30D | +44.6% | -19.6% | +64.2% | +54.3% |
| 3M | +29.6% | +0.4% | +29.2% | +26.2% |
| 6M | -19.8% | -5.9% | -13.8% | -20.7% |
| YTD | -41.6% | -35.3% | -6.3% | -34.3% |
| 1Y | -32.7% | -42.6% | +9.9% | -21.0% |
| 3Y | +799.0% | -53.9% | +852.9% | +908.9% |
| 5Y | +250.4% | -90.3% | +340.7% | +455.1% |
| All | +503.8% | -91.6% | +595.5% | +788.0% |
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