+203.3%
B vs SNAP
-77.2%
+280.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.8% |
| 1Y | +67.8% | -22.8% | +90.6% | +68.8% |
| 3Y | +196.7% | -47.6% | +244.3% | +198.2% |
| 5Y | +151.9% | -92.7% | +244.6% | +164.5% |
| All | +203.3% | -77.2% | +280.5% | +198.9% |
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