+62.9%
F vs SNAP
-79.0%
+141.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.5% |
| 7D | -0.6% | -7.3% | +6.7% | 0.0% |
| 30D | +2.9% | -18.9% | +21.8% | +4.9% |
| 3M | -9.5% | -5.3% | -4.2% | -9.4% |
| 6M | +4.0% | -16.9% | +21.0% | +5.0% |
| YTD | -1.3% | -37.4% | +36.2% | +2.1% |
| 1Y | -1.9% | -38.5% | +36.6% | +1.4% |
| 3Y | +53.5% | -55.1% | +108.6% | +57.0% |
| 5Y | -15.1% | -90.8% | +75.6% | -5.8% |
| All | +62.9% | -79.0% | +141.9% | +44.9% |
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