+9.2%
COST vs SNAP
-11.0%
+20.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.8% | -4.8% | +2.0% |
| 7D | +3.9% | -9.8% | +13.7% | +3.9% |
| 30D | +13.5% | -18.2% | +31.7% | +13.6% |
| 3M | +15.3% | -3.1% | +18.4% | +14.8% |
| 6M | +9.2% | -7.1% | +16.3% | +8.0% |
| All | +9.2% | -11.0% | +20.2% | +8.0% |
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