+291.3%
IR vs SNAP
-70.3%
+361.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +1.7% |
| 7D | -2.8% | +0.7% | -3.6% | -2.9% |
| 30D | -15.1% | +2.6% | -17.8% | -15.6% |
| 3M | +6.1% | -9.9% | +16.0% | +6.7% |
| 6M | -16.8% | +1.9% | -18.7% | -17.9% |
| YTD | -3.5% | -32.2% | +28.7% | -0.7% |
| 1Y | -3.5% | -22.8% | +19.4% | -2.5% |
| 3Y | +9.5% | -47.6% | +57.1% | +11.0% |
| 5Y | +45.1% | -92.7% | +137.8% | +65.4% |
| All | +291.3% | -70.3% | +361.6% | +246.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling