+176.2%
C vs SNAP
-78.3%
+254.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | +4.7% | +2.6% | +2.2% | +4.4% |
| 30D | +0.2% | -19.6% | +19.7% | +2.6% |
| 3M | -9.3% | +0.4% | -9.7% | -9.8% |
| 6M | -0.8% | -5.9% | +5.1% | -1.1% |
| YTD | +8.5% | -35.3% | +43.8% | +12.3% |
| 1Y | +23.1% | -42.6% | +65.7% | +29.1% |
| 3Y | +220.8% | -53.9% | +274.7% | +229.9% |
| 5Y | +112.4% | -90.3% | +202.7% | +139.3% |
| All | +176.2% | -78.3% | +254.5% | +126.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling