+313.2%
APP vs SNAP
-90.7%
+403.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.2% |
| 7D | +61.1% | -10.6% | +71.7% | +65.0% |
| 30D | +42.8% | -19.7% | +62.5% | +52.6% |
| 3M | +16.7% | -6.5% | +23.2% | +16.6% |
| 6M | -15.6% | -17.8% | +2.2% | -12.3% |
| YTD | -41.3% | -38.0% | -3.3% | -32.6% |
| 1Y | -39.3% | -42.5% | +3.2% | -28.5% |
| 3Y | +803.2% | -55.8% | +859.0% | +928.9% |
| 5Y | +313.2% | -90.5% | +403.7% | +682.9% |
| All | +313.2% | -90.7% | +403.9% | +682.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling