+627.7%
GEV vs SNAP
-53.3%
+681.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.7% |
| 7D | +3.2% | -5.0% | +8.2% | +4.1% |
| 30D | -4.0% | -0.7% | -3.3% | -4.3% |
| 3M | +3.4% | -5.0% | +8.4% | +3.3% |
| 6M | +14.7% | +3.5% | +11.2% | +11.2% |
| YTD | +45.8% | -34.2% | +80.0% | +54.6% |
| 1Y | +57.4% | -27.1% | +84.4% | +61.9% |
| All | +627.7% | -53.3% | +681.0% | +692.2% |
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 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