+203.8%
LOW vs SNAP
-77.2%
+281.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +1.7% |
| 7D | -1.7% | +0.7% | -2.5% | -1.8% |
| 30D | -7.0% | +2.6% | -9.7% | -7.4% |
| 3M | -0.9% | -9.9% | +9.0% | -0.3% |
| 6M | -20.1% | +1.9% | -21.9% | -21.0% |
| YTD | -13.9% | -32.2% | +18.3% | -11.7% |
| 1Y | -21.1% | -22.8% | +1.7% | -20.5% |
| 3Y | -6.6% | -47.6% | +41.0% | -6.2% |
| 5Y | +9.4% | -92.7% | +102.1% | +24.3% |
| All | +203.8% | -77.2% | +281.0% | +157.6% |
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 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