+1,027.6%
FIX vs SNAP
-90.3%
+1,117.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.5% |
| 7D | +9.4% | +6.0% | +3.4% | +8.7% |
| 30D | -27.8% | -13.8% | -14.0% | -26.7% |
| 3M | -35.6% | -0.8% | -34.8% | -35.8% |
| 6M | -45.2% | -6.2% | -39.0% | -45.4% |
| YTD | +19.5% | -34.8% | +54.3% | +23.1% |
| 1Y | +24.2% | -38.7% | +62.9% | +28.8% |
| 3Y | +494.2% | -53.5% | +547.6% | +511.6% |
| All | +1,027.6% | -90.3% | +1,117.8% | +1,240.4% |
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