+177.2%
GM vs SNAP
-77.2%
+254.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.9% | +1.3% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | -1.4% | +2.6% | -4.0% | -1.9% |
| 3M | +5.9% | -9.9% | +15.8% | +6.7% |
| 6M | +12.4% | +1.9% | +10.5% | +10.9% |
| YTD | +8.6% | -32.2% | +40.9% | +12.3% |
| 1Y | +52.6% | -22.8% | +75.5% | +54.6% |
| 3Y | +169.7% | -47.6% | +217.3% | +172.5% |
| 5Y | +87.5% | -92.7% | +180.3% | +118.0% |
| All | +177.2% | -77.2% | +254.4% | +134.4% |
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