+173.4%
B vs SNAP
-78.8%
+252.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.0% | +14.5% | +1.3% |
| 7D | +4.3% | -10.4% | +14.7% | +4.9% |
| 30D | -0.9% | -11.9% | +11.0% | -0.3% |
| 3M | -1.4% | -4.5% | +3.2% | -1.2% |
| 6M | +5.0% | -16.7% | +21.7% | +5.6% |
| YTD | -5.8% | -36.9% | +31.1% | -4.4% |
| 1Y | +25.6% | -30.3% | +55.9% | +26.9% |
| 3Y | +161.6% | -52.5% | +214.1% | +164.1% |
| 5Y | +135.2% | -90.4% | +225.6% | +144.6% |
| All | +173.4% | -78.8% | +252.2% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling