-8.8%
COST vs SNAP
+3.2%
-12.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -1.1% |
| 7D | -3.1% | +0.7% | -3.9% | -3.1% |
| 30D | -2.8% | +2.6% | -5.4% | -2.7% |
| 3M | -5.7% | -9.9% | +4.2% | -6.2% |
| 6M | -8.8% | +1.9% | -10.6% | -8.4% |
| All | -8.8% | +3.2% | -12.0% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling