+403.4%
COR vs SNAP
-79.2%
+482.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +0.9% |
| 7D | +2.4% | -10.6% | +13.0% | +2.7% |
| 30D | +7.7% | -19.7% | +27.4% | +8.3% |
| 3M | +7.5% | -6.5% | +14.0% | +7.7% |
| 6M | +34.1% | -17.8% | +51.9% | +34.6% |
| YTD | +3.9% | -38.0% | +41.9% | +4.8% |
| 1Y | -3.6% | -42.5% | +38.8% | -2.6% |
| 3Y | +80.5% | -55.8% | +136.3% | +80.8% |
| 5Y | +194.9% | -90.5% | +285.4% | +208.6% |
| All | +403.4% | -79.2% | +482.6% | +353.0% |
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