+20.2%
COST vs SNAP
-41.1%
+61.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.7% | +0.4% |
| 7D | +2.5% | +2.6% | -0.1% | +2.6% |
| 30D | +14.6% | -19.6% | +34.1% | +13.9% |
| 3M | +15.2% | +0.4% | +14.8% | +15.3% |
| 6M | +7.2% | -5.9% | +13.2% | +7.0% |
| YTD | +27.4% | -35.3% | +62.7% | +24.2% |
| 1Y | +20.2% | -42.6% | +62.8% | +13.9% |
| All | +20.2% | -41.1% | +61.3% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling