+176.1%
C vs SNAP
-78.1%
+254.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +4.2% | +6.0% | -1.9% | +3.4% |
| 30D | +2.0% | -13.8% | +15.8% | +3.6% |
| 3M | -10.1% | -0.8% | -9.4% | -10.4% |
| 6M | +1.0% | -6.2% | +7.2% | +0.8% |
| YTD | +8.5% | -34.8% | +43.3% | +12.2% |
| 1Y | +25.7% | -38.7% | +64.4% | +30.9% |
| 3Y | +216.0% | -53.5% | +269.4% | +224.6% |
| 5Y | +112.3% | -90.2% | +202.5% | +139.0% |
| All | +176.1% | -78.1% | +254.2% | +126.1% |
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