+234.2%
EW vs SNAP
-79.2%
+313.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +9.3% | -10.6% | +19.8% | +10.4% |
| 30D | +22.1% | -19.7% | +41.8% | +24.6% |
| 3M | +13.0% | -6.5% | +19.6% | +13.2% |
| 6M | +30.1% | -17.8% | +47.8% | +31.5% |
| YTD | +22.0% | -38.0% | +60.0% | +26.3% |
| 1Y | +23.7% | -42.5% | +66.2% | +29.0% |
| 3Y | +62.0% | -55.8% | +117.8% | +66.2% |
| 5Y | -12.4% | -90.5% | +78.1% | -1.5% |
| All | +234.2% | -79.2% | +313.4% | +189.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling