+205.0%
C vs SNAP
-77.2%
+282.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.2% |
| 7D | +3.6% | +0.7% | +2.9% | +3.5% |
| 30D | +0.1% | +2.6% | -2.6% | -0.4% |
| 3M | +2.4% | -9.9% | +12.3% | +3.0% |
| 6M | +24.9% | +1.9% | +23.1% | +23.3% |
| YTD | +19.8% | -32.2% | +52.0% | +23.7% |
| 1Y | +44.9% | -22.8% | +67.7% | +46.8% |
| 3Y | +263.0% | -47.6% | +310.6% | +268.2% |
| 5Y | +129.5% | -92.7% | +222.2% | +166.6% |
| All | +205.0% | -77.2% | +282.2% | +149.3% |
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