+29.4%
B vs SNAP
-22.3%
+51.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.9% | +2.4% | +7.0% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | +0.3% | +5.5% | -5.2% | -0.9% |
| 3M | +5.4% | +2.2% | +3.2% | +4.3% |
| 6M | +5.5% | -4.1% | +9.6% | +5.6% |
| YTD | -6.3% | -26.6% | +20.3% | -0.5% |
| 1Y | +29.4% | -20.7% | +50.1% | +34.7% |
| All | +29.4% | -22.3% | +51.7% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling