+2,563.0%
FIX vs SNAP
-78.8%
+2,641.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -14.0% | +2.4% | -10.2% |
| 7D | -27.2% | -10.4% | -16.9% | -26.5% |
| 30D | -46.9% | -11.9% | -35.0% | -46.3% |
| 3M | -44.4% | -4.5% | -39.9% | -44.4% |
| 6M | -50.9% | -16.7% | -34.2% | -50.5% |
| YTD | +3.5% | -36.9% | +40.5% | +6.6% |
| 1Y | -2.1% | -30.3% | +28.2% | -0.2% |
| 3Y | +418.7% | -52.5% | +471.3% | +432.1% |
| 5Y | +894.6% | -90.4% | +985.0% | +986.4% |
| All | +2,563.0% | -78.8% | +2,641.8% | +2,256.0% |
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