+157.6%
B vs SNAP
-92.8%
+250.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -2.0% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | +9.4% | +2.6% | +6.8% | +9.2% |
| 3M | +5.0% | -9.9% | +14.9% | +5.3% |
| 6M | -3.5% | +1.9% | -5.4% | -4.1% |
| YTD | +4.5% | -32.2% | +36.7% | +5.6% |
| 1Y | +67.8% | -22.8% | +90.6% | +68.7% |
| 3Y | +196.7% | -47.6% | +244.3% | +198.2% |
| All | +157.6% | -92.8% | +250.4% | +156.0% |
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