+643.2%
GEV vs SNAP
-52.3%
+695.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.2% |
| 7D | +8.1% | +1.5% | +6.6% | +7.8% |
| 30D | -1.9% | +1.9% | -3.8% | -2.7% |
| 3M | +4.1% | -3.9% | +8.0% | +3.8% |
| 6M | +23.2% | +5.2% | +18.0% | +19.2% |
| YTD | +48.9% | -32.7% | +81.6% | +57.3% |
| 1Y | +62.2% | -24.8% | +87.0% | +65.9% |
| All | +643.2% | -52.3% | +695.5% | +706.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling