+17.7%
INTC vs SNAP
-90.7%
+108.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.6% | +10.3% | +8.1% |
| 7D | -14.4% | -7.1% | -7.3% | -13.4% |
| 30D | -50.2% | -14.6% | -35.6% | -48.9% |
| 3M | -43.6% | -5.0% | -38.6% | -43.3% |
| 6M | -50.2% | -18.8% | -31.4% | -48.9% |
| YTD | +52.5% | -38.5% | +91.1% | +61.9% |
| 1Y | +51.1% | -38.1% | +89.2% | +60.1% |
| 3Y | +50.3% | -53.8% | +104.1% | +60.1% |
| All | +17.7% | -90.7% | +108.4% | +43.0% |
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