+505.6%
COST vs SNAP
-77.2%
+582.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.8% |
| 7D | -3.1% | +0.7% | -3.9% | -3.2% |
| 30D | -2.8% | +2.6% | -5.4% | -3.0% |
| 3M | -5.7% | -9.9% | +4.2% | -5.4% |
| 6M | -8.8% | +1.9% | -10.6% | -9.3% |
| YTD | +6.7% | -32.2% | +38.9% | +8.1% |
| 1Y | -3.6% | -22.8% | +19.2% | -3.2% |
| 3Y | +75.1% | -47.6% | +122.7% | +75.3% |
| 5Y | +108.9% | -92.7% | +201.6% | +121.5% |
| All | +505.6% | -77.2% | +582.8% | +463.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling