+57.4%
MAR vs SNAP
-22.3%
+79.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.9% | -3.9% | +1.9% |
| 7D | +7.7% | -0.7% | +8.4% | +7.7% |
| 30D | +19.4% | +5.5% | +13.9% | +19.2% |
| 3M | +23.3% | +2.2% | +21.1% | +23.2% |
| 6M | +22.8% | -4.1% | +26.9% | +23.7% |
| YTD | +37.8% | -26.6% | +64.4% | +35.0% |
| 1Y | +57.4% | -20.7% | +78.1% | +54.9% |
| All | +57.4% | -22.3% | +79.7% | +54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling