+111.7%
IBM vs SNAP
-79.3%
+191.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.7% |
| 7D | -5.0% | -7.1% | +2.1% | -4.6% |
| 30D | +11.1% | -14.6% | +25.7% | +12.0% |
| 3M | +5.7% | -5.0% | +10.7% | +5.8% |
| 6M | +10.1% | -18.8% | +28.9% | +10.9% |
| YTD | -15.6% | -38.5% | +22.9% | -14.1% |
| 1Y | -19.5% | -38.1% | +18.5% | -18.2% |
| 3Y | +80.4% | -53.8% | +134.2% | +82.1% |
| 5Y | +140.0% | -90.7% | +230.7% | +151.9% |
| All | +111.7% | -79.3% | +191.0% | +85.6% |
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