+93.9%
INTC vs SNAP
-92.8%
+186.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.0% | +8.5% | +5.2% |
| 7D | +7.1% | +0.7% | +6.3% | +6.9% |
| 30D | -5.2% | +2.6% | -7.8% | -6.0% |
| 3M | -14.3% | -9.9% | -4.4% | -13.4% |
| 6M | +110.2% | +1.9% | +108.3% | +106.9% |
| YTD | +159.6% | -32.2% | +191.8% | +171.6% |
| 1Y | +289.3% | -22.8% | +312.1% | +298.0% |
| 3Y | +166.1% | -47.6% | +213.7% | +177.4% |
| All | +93.9% | -92.8% | +186.7% | +175.9% |
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 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