-15.8%
F vs SNAP
-90.7%
+74.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.8% | -0.4% |
| 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% | +6.0% |
| YTD | -1.9% | -38.5% | +36.6% | +1.8% |
| 1Y | -0.8% | -38.1% | +37.3% | +2.8% |
| 3Y | +43.5% | -53.8% | +97.3% | +45.7% |
| All | -15.8% | -90.7% | +74.9% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling