+2,072.4%
AVGO vs SNAP
-78.3%
+2,150.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.8% | +5.9% |
| 7D | +25.0% | +2.6% | +22.4% | +24.5% |
| 30D | +2.0% | -19.6% | +21.5% | +5.5% |
| 3M | -12.3% | +0.4% | -12.6% | -12.8% |
| 6M | -12.8% | -5.9% | -6.9% | -13.1% |
| YTD | +5.9% | -35.3% | +41.2% | +10.9% |
| 1Y | +3.3% | -42.6% | +45.9% | +10.3% |
| 3Y | +293.1% | -53.9% | +347.0% | +309.2% |
| 5Y | +606.7% | -90.3% | +697.0% | +740.3% |
| All | +2,072.4% | -78.3% | +2,150.6% | +1,738.6% |
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