+23.9%
IR vs SNAP
-52.9%
+76.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.8% | -7.7% | -1.7% |
| 7D | +1.1% | -9.8% | +10.9% | +2.2% |
| 30D | +7.6% | -18.2% | +25.8% | +10.0% |
| 3M | +0.1% | -3.1% | +3.2% | -0.3% |
| 6M | +14.0% | -7.1% | +21.1% | +13.5% |
| YTD | +7.5% | -33.8% | +41.3% | +11.0% |
| 1Y | +10.1% | -39.0% | +49.2% | +15.0% |
| All | +23.9% | -52.9% | +76.8% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling