+345.2%
IR vs SNAP
-72.6%
+417.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +4.5% |
| 7D | +5.0% | -7.3% | +12.4% | +5.8% |
| 30D | +10.3% | -18.9% | +29.3% | +12.6% |
| 3M | -0.1% | -5.3% | +5.2% | -0.1% |
| 6M | +14.8% | -16.9% | +31.7% | +15.9% |
| YTD | +9.7% | -37.4% | +47.2% | +13.5% |
| 1Y | +12.2% | -38.5% | +50.7% | +16.1% |
| 3Y | +30.0% | -55.1% | +85.1% | +33.7% |
| 5Y | +46.8% | -90.8% | +137.6% | +64.1% |
| All | +345.2% | -72.6% | +417.8% | +296.1% |
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 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