+92.9%
GOOGL vs SNAP
-90.7%
+183.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.3% | +1.2% |
| 7D | +1.8% | -7.1% | +8.9% | +2.9% |
| 30D | -18.8% | -14.6% | -4.1% | -16.6% |
| 3M | -20.3% | -5.0% | -15.4% | -20.1% |
| 6M | -28.4% | -18.8% | -9.5% | -26.5% |
| YTD | -8.8% | -38.5% | +29.7% | -3.0% |
| 1Y | +0.3% | -38.1% | +38.3% | +6.4% |
| 3Y | +120.7% | -53.8% | +174.5% | +130.3% |
| All | +92.9% | -90.7% | +183.6% | +150.6% |
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