+611.0%
GOOG vs SNAP
-78.1%
+689.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.1% |
| 7D | +3.0% | +6.0% | -3.0% | +2.0% |
| 30D | -14.9% | -13.8% | -1.1% | -13.1% |
| 3M | -14.9% | -0.8% | -14.1% | -15.2% |
| 6M | -26.6% | -6.2% | -20.4% | -26.6% |
| YTD | -6.6% | -34.8% | +28.2% | -2.2% |
| 1Y | +5.1% | -38.7% | +43.8% | +10.9% |
| 3Y | +121.0% | -53.5% | +174.4% | +130.0% |
| 5Y | +97.3% | -90.2% | +187.5% | +130.5% |
| All | +611.0% | -78.1% | +689.1% | +547.4% |
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