+174.9%
B vs SNAP
-79.3%
+254.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 3M | -1.6% | -5.0% | +3.4% | -1.4% |
| 6M | -1.7% | -18.8% | +17.2% | -1.0% |
| YTD | -5.3% | -38.5% | +33.2% | -3.7% |
| 1Y | +27.2% | -38.1% | +65.3% | +29.3% |
| 3Y | +166.1% | -53.8% | +219.9% | +169.1% |
| 5Y | +136.5% | -90.7% | +227.2% | +146.3% |
| All | +174.9% | -79.3% | +254.2% | +172.0% |
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 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