+80.4%
IBM vs SNAP
-53.9%
+134.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.2% |
| 7D | -0.3% | +2.6% | -2.9% | -0.5% |
| 30D | +6.8% | -19.6% | +26.3% | +8.7% |
| 3M | +4.4% | +0.4% | +4.0% | +4.1% |
| 6M | +13.2% | -5.9% | +19.1% | +13.1% |
| YTD | -15.1% | -35.3% | +20.2% | -13.8% |
| 1Y | -20.2% | -42.6% | +22.4% | -18.4% |
| All | +80.4% | -53.9% | +134.3% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling