-6.1%
F vs SNAP
-41.2%
+35.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -3.1% | +6.0% | -9.1% | -3.5% |
| 30D | 0.0% | -13.8% | +13.8% | +0.9% |
| 3M | -13.2% | -0.8% | -12.5% | -13.6% |
| 6M | -10.2% | -6.2% | -4.0% | -10.0% |
| YTD | -4.9% | -34.8% | +29.9% | -3.0% |
| 1Y | -6.1% | -38.7% | +32.6% | -1.5% |
| All | -6.1% | -41.2% | +35.1% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling