+29.4%
DOW vs SNAP
-25.5%
+54.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.4% |
| 7D | -2.9% | +1.5% | -4.4% | -2.9% |
| 30D | +2.0% | +1.9% | +0.1% | +2.0% |
| 3M | -12.5% | -3.9% | -8.6% | -12.2% |
| 6M | -9.2% | +5.2% | -14.4% | -8.7% |
| YTD | +30.8% | -32.7% | +63.5% | +39.6% |
| 1Y | +29.4% | -24.8% | +54.2% | +37.4% |
| All | +29.4% | -25.5% | +54.9% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling