-10.8%
DOW vs SNAP
-48.0%
+37.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -2.6% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | +0.4% | +2.6% | -2.3% | -0.1% |
| 3M | -14.4% | -9.9% | -4.5% | -14.0% |
| 6M | -7.0% | +1.9% | -8.8% | -8.5% |
| YTD | +30.2% | -32.2% | +62.4% | +34.0% |
| 1Y | +29.2% | -22.8% | +52.1% | +30.6% |
| 3Y | -36.7% | -47.6% | +10.9% | -35.6% |
| 5Y | -37.7% | -92.7% | +55.0% | -26.0% |
| All | -10.8% | -48.0% | +37.2% | -40.8% |
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