-24.4%
GOOGL vs SNAP
-11.0%
-13.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.8% | -4.7% | +0.5% |
| 7D | +1.6% | -9.8% | +11.4% | +3.8% |
| 30D | -16.8% | -18.2% | +1.4% | -13.1% |
| 3M | -14.6% | -3.1% | -11.5% | -14.5% |
| 6M | -24.4% | -7.1% | -17.3% | -24.9% |
| All | -24.4% | -11.0% | -13.4% | -24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling