+448.7%
FIX vs SNAP
-53.8%
+502.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.6% | +8.0% | +5.9% |
| 7D | -17.5% | -7.1% | -10.3% | -16.5% |
| 30D | -41.6% | -14.6% | -26.9% | -40.2% |
| 3M | -40.6% | -5.0% | -35.6% | -40.6% |
| 6M | -49.4% | -18.8% | -30.5% | -48.3% |
| YTD | +9.2% | -38.5% | +47.7% | +15.3% |
| 1Y | +6.5% | -38.1% | +44.5% | +12.3% |
| 3Y | +448.7% | -53.8% | +502.5% | +351.8% |
| All | +448.7% | -53.8% | +502.5% | +351.8% |
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 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