+253.8%
INTC vs SNAP
-77.4%
+331.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.7% | +9.8% | +9.2% |
| 7D | +17.4% | +1.5% | +15.9% | +17.1% |
| 30D | +2.8% | +1.9% | +0.9% | +2.1% |
| 3M | -5.3% | -3.9% | -1.4% | -5.4% |
| 6M | +140.6% | +5.2% | +135.4% | +136.2% |
| YTD | +183.1% | -32.7% | +215.8% | +195.5% |
| 1Y | +326.8% | -24.8% | +351.5% | +337.3% |
| 3Y | +179.4% | -42.2% | +221.6% | +186.7% |
| 5Y | +111.7% | -92.7% | +204.4% | +158.1% |
| All | +253.8% | -77.4% | +331.2% | +214.9% |
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