+47.6%
EXC vs SNAP
-92.8%
+140.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +3.0% | -1.1% |
| 7D | +0.3% | +0.7% | -0.5% | +0.3% |
| 30D | -3.7% | +2.6% | -6.4% | -3.7% |
| 3M | -1.3% | -9.9% | +8.6% | -1.3% |
| 6M | -9.7% | +1.9% | -11.6% | -9.6% |
| YTD | +2.9% | -32.2% | +35.1% | +2.8% |
| 1Y | +4.4% | -22.8% | +27.2% | +4.3% |
| 3Y | +22.2% | -47.6% | +69.8% | +21.4% |
| All | +47.6% | -92.8% | +140.4% | +43.3% |
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