+247.1%
LOW vs SNAP
-79.0%
+326.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.5% | +3.2% |
| 7D | +6.4% | -7.3% | +13.7% | +7.1% |
| 30D | +25.6% | -18.9% | +44.5% | +27.9% |
| 3M | +4.6% | -5.3% | +9.8% | +4.7% |
| 6M | +2.5% | -16.9% | +19.5% | +3.5% |
| YTD | -1.6% | -37.4% | +35.8% | +1.4% |
| 1Y | +1.7% | -38.5% | +40.2% | +5.0% |
| 3Y | +29.4% | -55.1% | +84.5% | +31.9% |
| 5Y | +9.6% | -90.8% | +100.4% | +21.7% |
| All | +247.1% | -79.0% | +326.0% | +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 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