+171.6%
C vs SNAP
-79.0%
+250.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.6% | +2.2% |
| 7D | -0.9% | -7.3% | +6.4% | -0.1% |
| 30D | -5.4% | -18.9% | +13.5% | -3.2% |
| 3M | -9.2% | -5.3% | -3.9% | -9.0% |
| 6M | -1.8% | -16.9% | +15.1% | -0.6% |
| YTD | +6.7% | -37.4% | +44.1% | +10.9% |
| 1Y | +23.5% | -38.5% | +62.0% | +28.5% |
| 3Y | +219.8% | -55.1% | +274.9% | +230.0% |
| 5Y | +112.4% | -90.8% | +203.2% | +141.0% |
| All | +171.6% | -79.0% | +250.5% | +123.5% |
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