+117.0%
CI vs SNAP
-79.0%
+195.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.6% |
| 7D | +0.1% | -7.3% | +7.5% | +0.5% |
| 30D | +4.7% | -18.9% | +23.6% | +5.7% |
| 3M | +5.2% | -5.3% | +10.5% | +5.3% |
| 6M | +3.8% | -16.9% | +20.7% | +4.3% |
| YTD | +9.2% | -37.4% | +46.6% | +10.9% |
| 1Y | +14.3% | -38.5% | +52.7% | +16.1% |
| 3Y | +8.4% | -55.1% | +63.5% | +9.2% |
| 5Y | +50.0% | -90.8% | +140.8% | +59.6% |
| All | +117.0% | -79.0% | +195.9% | +89.4% |
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