+24.2%
EW vs SNAP
-38.5%
+62.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.1% | +1.1% |
| 7D | +6.5% | -9.8% | +16.3% | +7.3% |
| 30D | +22.5% | -18.2% | +40.7% | +24.4% |
| 3M | +13.0% | -3.1% | +16.1% | +12.6% |
| 6M | +37.1% | -7.1% | +44.2% | +36.4% |
| YTD | +24.1% | -33.8% | +57.9% | +26.5% |
| 1Y | +24.2% | -39.0% | +63.3% | +26.6% |
| All | +24.2% | -38.5% | +62.7% | +26.6% |
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