+319.4%
IR vs SNAP
-72.4%
+391.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.0% | +11.3% | -1.2% |
| 7D | +2.3% | -10.4% | +12.7% | +3.4% |
| 30D | +3.3% | -11.9% | +15.3% | +4.5% |
| 3M | -9.0% | -4.5% | -4.5% | -9.1% |
| 6M | +8.0% | -16.7% | +24.7% | +9.0% |
| YTD | +3.4% | -36.9% | +40.3% | +6.8% |
| 1Y | +4.5% | -30.3% | +34.8% | +6.6% |
| 3Y | +25.6% | -52.5% | +78.1% | +28.5% |
| 5Y | +43.8% | -90.4% | +134.2% | +60.1% |
| All | +319.4% | -72.4% | +391.8% | +272.8% |
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