+27.6%
IR vs SNAP
-53.8%
+81.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +3.9% | +1.7% |
| 7D | +3.7% | -7.1% | +10.8% | +4.5% |
| 30D | +7.4% | -14.6% | +22.1% | +9.2% |
| 3M | -5.9% | -5.0% | -0.9% | -6.1% |
| 6M | +5.6% | -18.8% | +24.4% | +7.0% |
| YTD | +4.8% | -38.5% | +43.4% | +9.3% |
| 1Y | +6.9% | -38.1% | +45.0% | +11.2% |
| 3Y | +27.6% | -53.8% | +81.3% | +25.4% |
| All | +27.6% | -53.8% | +81.4% | +25.4% |
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