+112.6%
IBM vs SNAP
-79.0%
+191.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.4% | +0.4% |
| 7D | -2.5% | -7.3% | +4.8% | -2.2% |
| 30D | +8.4% | -18.9% | +27.3% | +9.5% |
| 3M | +4.5% | -5.3% | +9.7% | +4.6% |
| 6M | +7.9% | -16.9% | +24.8% | +8.5% |
| YTD | -15.2% | -37.4% | +22.2% | -13.8% |
| 1Y | -17.6% | -38.5% | +20.9% | -16.2% |
| 3Y | +82.1% | -55.1% | +137.1% | +83.9% |
| 5Y | +143.3% | -90.8% | +234.1% | +155.7% |
| All | +112.6% | -79.0% | +191.6% | +86.3% |
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