+44.5%
F vs SNAP
-52.6%
+97.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.0% | +12.9% | +0.3% |
| 7D | +1.4% | -10.4% | +11.8% | +2.4% |
| 30D | +2.0% | -11.9% | +14.0% | +3.1% |
| 3M | -10.4% | -4.5% | -5.9% | -10.4% |
| 6M | +9.7% | -16.7% | +26.4% | +10.9% |
| YTD | -1.2% | -36.9% | +35.7% | +2.3% |
| 1Y | 0.0% | -30.3% | +30.3% | +2.2% |
| All | +44.5% | -52.6% | +97.1% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling