+8.4%
LOW vs SNAP
-92.9%
+101.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +0.4% | +1.5% | -1.1% | +0.2% |
| 30D | -10.1% | +1.9% | -12.0% | -10.3% |
| 3M | -2.9% | -3.9% | +1.0% | -2.9% |
| 6M | -19.4% | +5.2% | -24.6% | -20.4% |
| YTD | -15.4% | -32.7% | +17.3% | -13.6% |
| 1Y | -24.9% | -24.8% | -0.1% | -24.3% |
| 3Y | -7.8% | -42.2% | +34.4% | -8.4% |
| 5Y | +8.4% | -92.7% | +101.1% | +12.6% |
| All | +8.4% | -92.9% | +101.3% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling