+144.4%
EXC vs SNAP
-79.2%
+223.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +0.1% | -10.6% | +10.6% | +0.3% |
| 30D | +9.0% | -19.7% | +28.8% | +9.5% |
| 3M | +3.3% | -6.5% | +9.8% | +3.3% |
| 6M | +5.7% | -17.8% | +23.4% | +5.9% |
| YTD | +7.3% | -38.0% | +45.4% | +8.2% |
| 1Y | +2.9% | -42.5% | +45.4% | +3.9% |
| 3Y | +29.3% | -55.8% | +85.1% | +29.3% |
| 5Y | +40.1% | -90.5% | +130.6% | +45.3% |
| All | +144.4% | -79.2% | +223.6% | +122.4% |
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 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