-8.2%
EW vs SNAP
-90.3%
+82.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +4.9% | +6.0% | -1.1% | +4.3% |
| 30D | +23.9% | -13.8% | +37.7% | +25.5% |
| 3M | +15.8% | -0.8% | +16.5% | +15.3% |
| 6M | +31.7% | -6.2% | +37.9% | +31.3% |
| YTD | +25.7% | -34.8% | +60.5% | +29.1% |
| 1Y | +24.4% | -38.7% | +63.1% | +28.5% |
| 3Y | +65.9% | -53.5% | +119.3% | +69.0% |
| All | -8.2% | -90.3% | +82.1% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling