+155.3%
GE vs SNAP
-79.2%
+234.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | +5.4% | -10.6% | +15.9% | +6.4% |
| 30D | +9.6% | -19.7% | +29.4% | +11.7% |
| 3M | -7.7% | -6.5% | -1.2% | -7.5% |
| 6M | +14.0% | -17.8% | +31.8% | +15.2% |
| YTD | +10.2% | -38.0% | +48.2% | +13.5% |
| 1Y | +8.9% | -42.5% | +51.4% | +12.9% |
| 3Y | +273.7% | -55.8% | +329.5% | +283.4% |
| 5Y | +410.2% | -90.5% | +500.8% | +458.0% |
| All | +155.3% | -79.2% | +234.5% | +129.1% |
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