+3.2%
EXC vs SNAP
-38.5%
+41.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.6% | +0.4% |
| 7D | -1.4% | -9.8% | +8.4% | -1.6% |
| 30D | +8.3% | -18.2% | +26.5% | +7.7% |
| 3M | +2.6% | -3.1% | +5.7% | +2.6% |
| 6M | +5.2% | -7.1% | +12.3% | +5.0% |
| YTD | +7.5% | -33.8% | +41.4% | +7.5% |
| 1Y | +3.2% | -39.0% | +42.2% | +3.4% |
| All | +3.2% | -38.5% | +41.6% | +3.4% |
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 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