+146.8%
GOOG vs SNAP
-43.9%
+190.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.2% |
| 7D | +1.1% | +1.5% | -0.4% | +0.8% |
| 30D | -5.1% | +1.9% | -6.9% | -5.7% |
| 3M | -7.1% | -3.9% | -3.2% | -7.2% |
| 6M | +12.7% | +5.2% | +7.4% | +10.0% |
| YTD | +7.1% | -32.7% | +39.8% | +12.3% |
| 1Y | +43.6% | -24.8% | +68.4% | +46.6% |
| 3Y | +146.8% | -42.2% | +188.9% | +127.9% |
| All | +146.8% | -43.9% | +190.7% | +127.9% |
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