+138.0%
B vs SNAP
-90.7%
+228.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.7% |
| 7D | +9.6% | -7.1% | +16.7% | +10.0% |
| 30D | +3.5% | -14.6% | +18.2% | +4.4% |
| 3M | -1.6% | -5.0% | +3.4% | -1.4% |
| 6M | -1.7% | -18.8% | +17.2% | -0.9% |
| YTD | -5.3% | -38.5% | +33.2% | -3.8% |
| 1Y | +27.2% | -38.1% | +65.3% | +29.2% |
| 3Y | +166.1% | -53.8% | +219.9% | +169.1% |
| All | +138.0% | -90.7% | +228.7% | +149.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling