+399.2%
COR vs SNAP
-79.0%
+478.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.8% | +3.6% |
| 7D | +2.3% | -7.3% | +9.7% | +2.6% |
| 30D | +6.8% | -18.9% | +25.7% | +7.4% |
| 3M | +8.1% | -5.3% | +13.4% | +8.2% |
| 6M | +33.0% | -16.9% | +49.9% | +33.4% |
| YTD | +3.0% | -37.4% | +40.4% | +3.9% |
| 1Y | -3.4% | -38.5% | +35.1% | -2.5% |
| 3Y | +80.1% | -55.1% | +135.2% | +80.3% |
| 5Y | +194.7% | -90.8% | +285.5% | +209.1% |
| All | +399.2% | -79.0% | +478.1% | +349.0% |
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