+55.3%
B vs SNAP
-25.5%
+80.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.3% |
| 7D | +2.3% | +1.5% | +0.8% | +2.0% |
| 30D | +1.4% | +1.9% | -0.5% | +0.8% |
| 3M | +12.2% | -3.9% | +16.1% | +12.1% |
| 6M | -2.1% | +5.2% | -7.4% | -5.9% |
| YTD | +2.9% | -32.7% | +35.7% | +9.5% |
| 1Y | +55.3% | -24.8% | +80.1% | +66.1% |
| All | +55.3% | -25.5% | +80.8% | +66.1% |
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