+128.8%
GOOG vs SNAP
-92.8%
+221.6%
-44.6%
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 | -1.6% | -5.0% | +3.5% | -0.7% |
| 30D | -7.7% | -0.7% | -6.9% | -7.8% |
| 3M | -9.3% | -5.0% | -4.3% | -9.2% |
| 6M | +7.4% | +3.5% | +3.9% | +5.5% |
| YTD | +4.9% | -34.2% | +39.1% | +10.5% |
| 1Y | +37.2% | -27.1% | +64.3% | +41.2% |
| 3Y | +141.6% | -43.5% | +185.1% | +143.8% |
| 5Y | +128.8% | -92.9% | +221.6% | +181.7% |
| All | +128.8% | -92.8% | +221.6% | +181.7% |
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