+144.2%
GE vs SNAP
-79.3%
+223.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +2.9% |
| 7D | +7.1% | -7.1% | +14.2% | +7.8% |
| 30D | +6.5% | -14.6% | +21.1% | +7.9% |
| 3M | -13.6% | -5.0% | -8.6% | -13.5% |
| 6M | +6.0% | -18.8% | +24.8% | +7.2% |
| YTD | +5.4% | -38.5% | +43.9% | +8.7% |
| 1Y | +6.5% | -38.1% | +44.5% | +9.6% |
| 3Y | +268.6% | -53.8% | +322.4% | +276.7% |
| 5Y | +389.0% | -90.7% | +479.7% | +435.4% |
| All | +144.2% | -79.3% | +223.6% | +119.3% |
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