+273.2%
IVV vs SNAP
-77.7%
+350.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.8% | -5.5% | +0.6% |
| 7D | -0.9% | -9.8% | +8.9% | 0.0% |
| 30D | -2.3% | -18.2% | +15.9% | -0.5% |
| 3M | -1.2% | -3.1% | +1.9% | -1.2% |
| 6M | +3.3% | -7.1% | +10.4% | +3.2% |
| YTD | +12.3% | -33.8% | +46.2% | +15.3% |
| 1Y | +12.5% | -39.0% | +51.6% | +16.4% |
| 3Y | +79.2% | -52.8% | +132.0% | +82.5% |
| 5Y | +75.6% | -90.0% | +165.6% | +92.7% |
| All | +273.2% | -77.7% | +350.9% | +233.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling