+152.7%
GE vs SNAP
-77.4%
+230.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | +1.2% | +1.5% | -0.3% | +1.0% |
| 30D | -9.5% | +1.9% | -11.4% | -9.8% |
| 3M | +4.1% | -3.9% | +8.0% | +4.0% |
| 6M | +3.9% | +5.2% | -1.3% | +2.6% |
| YTD | +9.0% | -32.7% | +41.7% | +11.8% |
| 1Y | +21.9% | -24.8% | +46.7% | +23.3% |
| 3Y | +281.8% | -42.2% | +324.0% | +283.1% |
| 5Y | +436.7% | -92.7% | +529.4% | +496.2% |
| All | +152.7% | -77.4% | +230.1% | +125.5% |
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