+3,013.2%
FIX vs SNAP
-78.3%
+3,091.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.6% | -2.7% |
| 7D | +16.9% | +2.6% | +14.4% | +16.6% |
| 30D | -30.6% | -19.6% | -11.1% | -29.2% |
| 3M | -35.1% | +0.4% | -35.5% | -35.4% |
| 6M | -44.0% | -5.9% | -38.1% | -44.2% |
| YTD | +21.0% | -35.3% | +56.4% | +24.4% |
| 1Y | +16.2% | -42.6% | +58.7% | +20.7% |
| 3Y | +506.9% | -53.9% | +560.8% | +523.6% |
| 5Y | +1,051.1% | -90.3% | +1,141.3% | +1,155.4% |
| All | +3,013.2% | -78.3% | +3,091.5% | +2,647.8% |
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