+404.4%
COR vs SNAP
-78.3%
+482.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | +2.9% | +2.6% | +0.3% | +2.8% |
| 30D | +5.8% | -19.6% | +25.4% | +6.4% |
| 3M | +11.4% | +0.4% | +11.0% | +11.3% |
| 6M | +34.5% | -5.9% | +40.4% | +34.4% |
| YTD | +4.1% | -35.3% | +39.4% | +4.9% |
| 1Y | -3.1% | -42.6% | +39.4% | -2.0% |
| 3Y | +80.9% | -53.9% | +134.7% | +80.9% |
| 5Y | +195.1% | -90.3% | +285.4% | +208.8% |
| All | +404.4% | -78.3% | +482.7% | +353.3% |
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