+311.0%
MAR vs SNAP
-77.9%
+388.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.1% |
| 7D | -0.5% | -5.0% | +4.5% | +0.1% |
| 30D | -4.7% | -0.7% | -3.9% | -4.8% |
| 3M | -15.6% | -5.0% | -10.6% | -15.7% |
| 6M | +1.2% | +3.5% | -2.3% | -0.5% |
| YTD | +7.5% | -34.2% | +41.7% | +11.1% |
| 1Y | +26.6% | -27.1% | +53.7% | +28.7% |
| 3Y | +66.0% | -43.5% | +109.4% | +65.8% |
| 5Y | +154.1% | -92.9% | +247.0% | +198.8% |
| All | +311.0% | -77.9% | +388.9% | +256.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling