+56.9%
F vs SNAP
-78.1%
+134.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -3.1% | +6.0% | -9.1% | -3.7% |
| 30D | 0.0% | -13.8% | +13.8% | +1.4% |
| 3M | -13.2% | -0.8% | -12.5% | -13.6% |
| 6M | -10.2% | -6.2% | -4.0% | -10.5% |
| YTD | -4.9% | -34.8% | +29.9% | -2.2% |
| 1Y | -6.1% | -38.7% | +32.6% | -2.8% |
| 3Y | +46.0% | -53.5% | +99.4% | +48.8% |
| 5Y | -15.7% | -90.2% | +74.5% | -7.0% |
| All | +56.9% | -78.1% | +134.9% | +38.9% |
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 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