+163.7%
C vs SNAP
-78.8%
+242.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -14.0% | +9.0% | -3.4% |
| 7D | -5.3% | -10.4% | +5.1% | -4.1% |
| 30D | -7.3% | -11.9% | +4.6% | -6.1% |
| 3M | -13.5% | -4.5% | -9.0% | -13.4% |
| 6M | -6.5% | -16.7% | +10.2% | -5.4% |
| YTD | +3.6% | -36.9% | +40.5% | +7.6% |
| 1Y | +18.9% | -30.3% | +49.2% | +21.8% |
| 3Y | +205.0% | -52.5% | +257.5% | +212.7% |
| 5Y | +109.4% | -90.4% | +199.8% | +136.4% |
| All | +163.7% | -78.8% | +242.5% | +116.8% |
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