+115.5%
IBM vs SNAP
-92.8%
+208.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.3% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | +0.3% | +2.6% | -2.3% | +0.1% |
| 3M | -21.6% | -9.9% | -11.7% | -21.4% |
| 6M | -4.7% | +1.9% | -6.6% | -5.2% |
| YTD | -19.1% | -32.2% | +13.1% | -18.3% |
| 1Y | -2.5% | -22.8% | +20.3% | -2.1% |
| 3Y | +74.2% | -47.6% | +121.8% | +74.3% |
| All | +115.5% | -92.8% | +208.3% | +119.7% |
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