+96.9%
INTC vs SNAP
-79.2%
+176.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -4.0% | -10.6% | +6.6% | -2.3% |
| 30D | -44.5% | -19.7% | -24.7% | -42.5% |
| 3M | -40.4% | -6.5% | -33.8% | -40.0% |
| 6M | -53.5% | -17.8% | -35.7% | -52.4% |
| YTD | +57.5% | -38.0% | +95.6% | +66.6% |
| 1Y | +51.2% | -42.5% | +93.6% | +61.5% |
| 3Y | +51.6% | -55.8% | +107.4% | +61.6% |
| 5Y | +23.5% | -90.5% | +114.0% | +46.2% |
| All | +96.9% | -79.2% | +176.0% | +77.5% |
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