+42.5%
CI vs SNAP
-92.8%
+135.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -1.2% |
| 7D | +1.3% | +0.7% | +0.6% | +1.3% |
| 30D | +4.4% | +2.6% | +1.8% | +4.3% |
| 3M | +0.7% | -9.9% | +10.5% | +0.8% |
| 6M | +0.3% | +1.9% | -1.5% | -0.1% |
| YTD | +3.8% | -32.2% | +36.0% | +4.6% |
| 1Y | -5.5% | -22.8% | +17.4% | -5.3% |
| 3Y | +8.1% | -47.6% | +55.7% | +7.9% |
| All | +42.5% | -92.8% | +135.3% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling