+165.1%
C vs SNAP
-79.3%
+244.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.8% |
| 7D | -2.4% | -7.1% | +4.7% | -1.6% |
| 30D | -6.0% | -14.6% | +8.6% | -4.4% |
| 3M | -10.5% | -5.0% | -5.6% | -10.4% |
| 6M | -5.7% | -18.8% | +13.1% | -4.3% |
| YTD | +4.1% | -38.5% | +42.7% | +8.5% |
| 1Y | +20.5% | -38.1% | +58.6% | +25.3% |
| 3Y | +208.1% | -53.8% | +261.9% | +217.0% |
| 5Y | +110.4% | -90.7% | +201.1% | +138.3% |
| All | +165.1% | -79.3% | +244.4% | +118.6% |
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