+246.7%
LOW vs SNAP
-79.2%
+325.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +8.7% | -10.6% | +19.2% | +9.8% |
| 30D | +25.5% | -19.7% | +45.2% | +27.9% |
| 3M | +6.6% | -6.5% | +13.1% | +6.9% |
| 6M | +2.4% | -17.8% | +20.2% | +3.5% |
| YTD | -1.7% | -38.0% | +36.3% | +1.4% |
| 1Y | +1.7% | -42.5% | +44.2% | +5.7% |
| 3Y | +26.6% | -55.8% | +82.4% | +29.2% |
| 5Y | +10.1% | -90.5% | +100.7% | +21.9% |
| All | +246.7% | -79.2% | +325.9% | +195.7% |
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