+411.8%
GE vs SNAP
-90.3%
+502.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +2.7% | +6.0% | -3.4% | +2.0% |
| 30D | +8.1% | -13.8% | +21.8% | +9.6% |
| 3M | -7.9% | -0.8% | -7.1% | -8.2% |
| 6M | +12.9% | -6.2% | +19.1% | +12.6% |
| YTD | +8.2% | -34.8% | +43.0% | +11.2% |
| 1Y | +9.7% | -38.7% | +48.4% | +13.4% |
| 3Y | +266.1% | -53.5% | +319.6% | +273.8% |
| All | +411.8% | -90.3% | +502.0% | +519.9% |
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