+104.4%
COST vs SNAP
-92.8%
+197.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -2.8% | -5.0% | +2.2% | -2.5% |
| 30D | -5.3% | -0.7% | -4.5% | -5.3% |
| 3M | -6.7% | -5.0% | -1.7% | -6.7% |
| 6M | -9.9% | +3.5% | -13.5% | -10.6% |
| YTD | +5.1% | -34.2% | +39.3% | +6.8% |
| 1Y | -7.3% | -27.1% | +19.8% | -6.6% |
| 3Y | +70.4% | -43.5% | +113.8% | +69.5% |
| 5Y | +104.4% | -92.9% | +197.3% | +112.5% |
| All | +104.4% | -92.8% | +197.2% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling