+90.6%
INTC vs SNAP
-79.3%
+169.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.6% | +10.3% | +8.1% |
| 7D | -14.4% | -7.1% | -7.3% | -13.5% |
| 30D | -50.2% | -14.6% | -35.6% | -49.0% |
| 3M | -43.6% | -5.0% | -38.6% | -43.4% |
| 6M | -50.2% | -18.8% | -31.4% | -49.0% |
| YTD | +52.5% | -38.5% | +91.1% | +61.4% |
| 1Y | +51.1% | -38.1% | +89.2% | +59.7% |
| 3Y | +50.3% | -53.8% | +104.1% | +59.3% |
| 5Y | +19.2% | -90.7% | +109.8% | +41.3% |
| All | +90.6% | -79.3% | +169.9% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling