+217.1%
CME vs SNAP
-77.4%
+294.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -2.9% | +1.5% | -4.4% | -2.9% |
| 30D | +5.5% | +1.9% | +3.6% | +5.4% |
| 3M | +11.0% | -3.9% | +14.9% | +10.9% |
| 6M | -9.7% | +5.2% | -14.9% | -10.3% |
| YTD | +4.9% | -32.7% | +37.6% | +6.0% |
| 1Y | +10.1% | -24.8% | +34.9% | +10.6% |
| 3Y | +53.5% | -42.2% | +95.7% | +51.5% |
| 5Y | +77.2% | -92.7% | +169.8% | +89.9% |
| All | +217.1% | -77.4% | +294.5% | +179.3% |
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 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