-5.1%
COST vs SNAP
-26.7%
+21.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.9% |
| 7D | -2.8% | -5.0% | +2.2% | -3.0% |
| 30D | -5.3% | -0.7% | -4.5% | -5.2% |
| 3M | -6.7% | -5.0% | -1.7% | -6.9% |
| 6M | -9.9% | +3.5% | -13.5% | -9.5% |
| YTD | +5.1% | -34.2% | +39.3% | +2.9% |
| All | -5.1% | -26.7% | +21.6% | -6.1% |
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