+685.5%
GOOGL vs SNAP
-77.9%
+763.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.9% |
| 7D | -1.9% | -5.0% | +3.2% | -1.1% |
| 30D | -7.5% | -0.7% | -6.7% | -7.6% |
| 3M | -9.2% | -5.0% | -4.2% | -9.0% |
| 6M | +8.1% | +3.5% | +4.6% | +6.4% |
| YTD | +5.8% | -34.2% | +40.0% | +11.1% |
| 1Y | +38.3% | -27.1% | +65.4% | +42.2% |
| 3Y | +144.8% | -43.5% | +188.2% | +148.3% |
| 5Y | +132.5% | -92.9% | +225.4% | +182.9% |
| All | +685.5% | -77.9% | +763.4% | +616.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling