+61.9%
F vs SNAP
-79.3%
+141.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.8% | -0.5% |
| 7D | +1.6% | -7.1% | +8.7% | +2.2% |
| 30D | +2.6% | -14.6% | +17.3% | +4.1% |
| 3M | -8.8% | -5.0% | -3.8% | -8.8% |
| 6M | +4.6% | -18.8% | +23.4% | +5.9% |
| YTD | -1.9% | -38.5% | +36.6% | +1.6% |
| 1Y | -0.8% | -38.1% | +37.3% | +2.6% |
| 3Y | +43.5% | -53.8% | +97.3% | +46.3% |
| 5Y | -12.1% | -90.7% | +78.6% | -2.4% |
| All | +61.9% | -79.3% | +141.2% | +44.2% |
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 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