+121.3%
CI vs SNAP
-77.7%
+199.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.8% | -7.4% | -0.9% |
| 7D | -1.3% | -9.8% | +8.5% | -0.8% |
| 30D | +6.4% | -18.2% | +24.6% | +7.3% |
| 3M | +10.7% | -3.1% | +13.8% | +10.6% |
| 6M | +5.5% | -7.1% | +12.6% | +5.4% |
| YTD | +11.4% | -33.8% | +45.2% | +12.8% |
| 1Y | +15.0% | -39.0% | +54.1% | +16.9% |
| 3Y | +9.0% | -52.8% | +61.8% | +9.5% |
| 5Y | +52.0% | -90.0% | +141.9% | +60.9% |
| All | +121.3% | -77.7% | +199.0% | +92.6% |
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