+90.2%
F vs SNAP
-77.2%
+167.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +1.9% |
| 7D | +5.3% | +0.7% | +4.6% | +5.2% |
| 30D | +4.6% | +2.6% | +2.0% | +4.2% |
| 3M | -3.7% | -9.9% | +6.2% | -3.1% |
| 6M | +16.8% | +1.9% | +15.0% | +15.4% |
| YTD | +15.3% | -32.2% | +47.5% | +18.6% |
| 1Y | +31.0% | -22.8% | +53.9% | +32.5% |
| 3Y | +45.4% | -47.6% | +93.0% | +46.6% |
| 5Y | +54.7% | -92.7% | +147.4% | +75.1% |
| All | +90.2% | -77.2% | +167.5% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling