+186.5%
B vs SNAP
-79.0%
+265.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +4.1% |
| 7D | +11.3% | -7.3% | +18.7% | +11.7% |
| 30D | +2.9% | -18.9% | +21.9% | +4.0% |
| 3M | -2.9% | -5.3% | +2.4% | -2.7% |
| 6M | -1.2% | -16.9% | +15.7% | -0.6% |
| YTD | -1.3% | -37.4% | +36.1% | +0.2% |
| 1Y | +30.4% | -38.5% | +68.9% | +32.5% |
| 3Y | +195.3% | -55.1% | +250.3% | +198.8% |
| 5Y | +146.2% | -90.8% | +237.0% | +156.5% |
| All | +186.5% | -79.0% | +265.4% | +183.2% |
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