+715.0%
GOOG vs SNAP
-77.2%
+792.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.4% |
| 7D | -2.1% | +0.7% | -2.9% | -2.3% |
| 30D | -6.8% | +2.6% | -9.5% | -7.4% |
| 3M | -9.1% | -9.9% | +0.8% | -8.2% |
| 6M | +10.7% | +1.9% | +8.9% | +9.2% |
| YTD | +7.1% | -32.2% | +39.3% | +11.8% |
| 1Y | +44.6% | -22.8% | +67.5% | +47.2% |
| 3Y | +147.4% | -47.6% | +195.0% | +153.3% |
| 5Y | +133.8% | -92.7% | +226.5% | +182.4% |
| All | +715.0% | -77.2% | +792.2% | +640.0% |
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