+153.5%
GE vs SNAP
-79.0%
+232.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +3.6% |
| 7D | +6.3% | -7.3% | +13.6% | +7.0% |
| 30D | +8.9% | -18.9% | +27.8% | +10.8% |
| 3M | -9.2% | -5.3% | -3.9% | -9.1% |
| 6M | +13.2% | -16.9% | +30.2% | +14.3% |
| YTD | +9.4% | -37.4% | +46.8% | +12.6% |
| 1Y | +9.8% | -38.5% | +48.3% | +13.1% |
| 3Y | +278.2% | -55.1% | +333.3% | +287.4% |
| 5Y | +396.0% | -90.8% | +486.8% | +443.5% |
| All | +153.5% | -79.0% | +232.5% | +127.2% |
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