+102.1%
INTC vs SNAP
-78.1%
+180.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | +6.0% | +6.0% | 0.0% | +5.1% |
| 30D | -39.2% | -13.8% | -25.4% | -37.7% |
| 3M | -42.9% | -0.8% | -42.2% | -43.0% |
| 6M | -50.4% | -6.2% | -44.2% | -50.3% |
| YTD | +61.7% | -34.8% | +96.5% | +69.7% |
| 1Y | +66.1% | -38.7% | +104.8% | +75.8% |
| 3Y | +58.1% | -53.5% | +111.6% | +67.3% |
| 5Y | +27.9% | -90.2% | +118.1% | +50.5% |
| All | +102.1% | -78.1% | +180.1% | +80.8% |
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 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