+166.1%
B vs SNAP
-53.8%
+219.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.8% |
| 7D | +9.6% | -7.1% | +16.7% | +10.3% |
| 30D | +3.5% | -14.6% | +18.2% | +5.0% |
| 3M | -1.6% | -5.0% | +3.4% | -1.3% |
| 6M | -1.7% | -18.8% | +17.2% | -0.4% |
| YTD | -5.3% | -38.5% | +33.2% | -3.1% |
| 1Y | +27.2% | -38.1% | +65.3% | +30.1% |
| 3Y | +166.1% | -53.8% | +219.9% | +151.8% |
| All | +166.1% | -53.8% | +219.9% | +151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling