+2,972.2%
FIX vs SNAP
-79.0%
+3,051.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.8% | +7.6% | +9.2% |
| 7D | -7.2% | -7.3% | +0.1% | -6.6% |
| 30D | -35.1% | -18.9% | -16.2% | -33.9% |
| 3M | -34.3% | -5.3% | -29.0% | -34.2% |
| 6M | -42.9% | -16.9% | -26.0% | -42.4% |
| YTD | +19.5% | -37.4% | +56.9% | +23.1% |
| 1Y | +16.8% | -38.5% | +55.3% | +20.5% |
| 3Y | +506.7% | -55.1% | +561.8% | +525.1% |
| 5Y | +1,046.7% | -90.8% | +1,137.5% | +1,156.5% |
| All | +2,972.2% | -79.0% | +3,051.2% | +2,620.1% |
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