+48.7%
MAR vs SNAP
-39.9%
+88.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.7% |
| 7D | +2.9% | -10.6% | +13.4% | +3.3% |
| 30D | +17.0% | -19.7% | +36.8% | +17.9% |
| 3M | +23.2% | -6.5% | +29.7% | +23.6% |
| 6M | +21.7% | -17.8% | +39.5% | +23.4% |
| YTD | +38.9% | -38.0% | +76.9% | +38.1% |
| 1Y | +48.7% | -42.5% | +91.1% | +47.6% |
| All | +48.7% | -39.9% | +88.6% | +47.6% |
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 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