+154.4%
GE vs SNAP
-77.2%
+231.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.5% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | -11.6% | +2.6% | -14.2% | -11.9% |
| 3M | +3.0% | -9.9% | +12.9% | +3.5% |
| 6M | -0.5% | +1.9% | -2.4% | -1.5% |
| YTD | +9.7% | -32.2% | +42.0% | +12.4% |
| 1Y | +20.0% | -22.8% | +42.9% | +21.1% |
| 3Y | +275.8% | -47.6% | +323.4% | +280.1% |
| 5Y | +429.1% | -92.7% | +521.8% | +487.8% |
| All | +154.4% | -77.2% | +231.6% | +126.8% |
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