+46.8%
IR vs SNAP
-90.3%
+137.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | +4.2% | +2.6% | +1.7% | +3.9% |
| 30D | +8.1% | -19.6% | +27.6% | +10.5% |
| 3M | +0.7% | +0.4% | +0.3% | -0.1% |
| 6M | +16.6% | -5.9% | +22.5% | +16.0% |
| YTD | +7.8% | -35.3% | +43.1% | +11.2% |
| 1Y | +9.9% | -42.6% | +52.5% | +15.0% |
| 3Y | +25.2% | -53.9% | +79.1% | +28.3% |
| 5Y | +46.8% | -90.3% | +137.0% | +73.2% |
| All | +46.8% | -90.3% | +137.1% | +73.2% |
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