+29.4%
LOW vs SNAP
-55.0%
+84.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.5% | +3.2% |
| 7D | +6.4% | -7.3% | +13.7% | +7.0% |
| 30D | +25.6% | -18.9% | +44.5% | +27.5% |
| 3M | +4.6% | -5.3% | +9.8% | +4.7% |
| 6M | +2.5% | -16.9% | +19.5% | +3.3% |
| YTD | -1.6% | -37.4% | +35.8% | +0.7% |
| 1Y | +1.7% | -38.5% | +40.2% | +4.2% |
| 3Y | +29.4% | -55.1% | +84.5% | +15.8% |
| All | +29.4% | -55.0% | +84.4% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling