+71.8%
COST vs SNAP
-43.9%
+115.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -3.2% | +1.5% | -4.7% | -3.2% |
| 30D | -4.0% | +1.9% | -5.8% | -4.1% |
| 3M | -6.5% | -3.9% | -2.6% | -6.5% |
| 6M | -8.5% | +5.2% | -13.8% | -9.0% |
| YTD | +6.0% | -32.7% | +38.7% | +7.5% |
| 1Y | -5.8% | -24.8% | +19.0% | -5.3% |
| 3Y | +71.8% | -42.2% | +114.0% | +62.3% |
| All | +71.8% | -43.9% | +115.7% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling