+44.9%
IR vs SNAP
-90.3%
+135.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +2.5% | +6.0% | -3.5% | +1.8% |
| 30D | +9.2% | -13.8% | +22.9% | +10.8% |
| 3M | +0.9% | -0.8% | +1.7% | +0.4% |
| 6M | +19.2% | -6.2% | +25.5% | +18.7% |
| YTD | +7.5% | -34.8% | +42.3% | +10.8% |
| 1Y | +11.7% | -38.7% | +50.4% | +16.0% |
| 3Y | +23.9% | -53.5% | +77.4% | +26.8% |
| All | +44.9% | -90.3% | +135.2% | +72.2% |
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