+144.9%
EXC vs SNAP
-79.3%
+224.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.9% |
| 7D | -1.2% | -7.1% | +5.9% | -1.0% |
| 30D | +10.0% | -14.6% | +24.6% | +10.3% |
| 3M | +1.6% | -5.0% | +6.6% | +1.6% |
| 6M | +3.3% | -18.8% | +22.1% | +3.5% |
| YTD | +7.6% | -38.5% | +46.1% | +8.4% |
| 1Y | +3.5% | -38.1% | +41.5% | +4.2% |
| 3Y | +27.7% | -53.8% | +81.4% | +27.4% |
| 5Y | +41.1% | -90.7% | +131.8% | +46.5% |
| All | +144.9% | -79.3% | +224.2% | +122.9% |
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