+63.8%
EW vs SNAP
-52.9%
+116.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.8% |
| 6M | +37.1% | -7.1% | +44.2% | +36.8% |
| YTD | +24.1% | -33.8% | +57.9% | +26.9% |
| 1Y | +24.2% | -39.0% | +63.3% | +27.8% |
| All | +63.8% | -52.9% | +116.7% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling