+132.4%
HOOD vs SNAP
-93.5%
+225.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.6% | +5.8% | +4.1% |
| 7D | -4.8% | -7.1% | +2.3% | -2.3% |
| 30D | -26.1% | -14.6% | -11.5% | -21.9% |
| 3M | -10.8% | -5.0% | -5.8% | -9.8% |
| 6M | +2.4% | -18.8% | +21.2% | +7.8% |
| YTD | -28.5% | -38.5% | +10.1% | -17.3% |
| 1Y | -36.3% | -38.1% | +1.7% | -26.5% |
| 3Y | +743.7% | -53.8% | +797.5% | +861.3% |
| 5Y | +118.6% | -90.7% | +209.3% | +332.3% |
| All | +132.4% | -93.5% | +225.8% | +410.5% |
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