+228.2%
EW vs SNAP
-79.3%
+307.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.6% |
| 7D | +11.0% | -7.1% | +18.1% | +11.7% |
| 30D | +19.1% | -14.6% | +33.7% | +20.8% |
| 3M | +14.4% | -5.0% | +19.3% | +14.4% |
| 6M | +22.8% | -18.8% | +41.6% | +24.3% |
| YTD | +19.8% | -38.5% | +58.4% | +24.1% |
| 1Y | +23.9% | -38.1% | +62.0% | +28.1% |
| 3Y | +52.2% | -53.8% | +106.0% | +55.4% |
| 5Y | -13.9% | -90.7% | +76.8% | -3.1% |
| All | +228.2% | -79.3% | +307.5% | +184.2% |
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