+158.0%
MAR vs SNAP
-90.7%
+248.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.1% |
| 7D | +4.3% | -7.1% | +11.4% | +5.0% |
| 30D | +16.8% | -14.6% | +31.5% | +18.5% |
| 3M | +16.0% | -5.0% | +21.0% | +16.1% |
| 6M | +16.5% | -18.8% | +35.3% | +17.8% |
| YTD | +35.0% | -38.5% | +73.6% | +39.9% |
| 1Y | +49.4% | -38.1% | +87.4% | +54.4% |
| 3Y | +124.1% | -53.8% | +177.8% | +128.1% |
| All | +158.0% | -90.7% | +248.7% | +207.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling