+317.2%
MAR vs SNAP
-77.2%
+394.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.2% | +0.6% |
| 7D | -4.2% | +0.7% | -4.9% | -4.3% |
| 30D | -6.7% | +2.6% | -9.3% | -7.1% |
| 3M | -12.5% | -9.9% | -2.6% | -12.1% |
| 6M | +0.6% | +1.9% | -1.3% | -1.0% |
| YTD | +9.1% | -32.2% | +41.3% | +12.4% |
| 1Y | +26.2% | -22.8% | +49.1% | +27.4% |
| 3Y | +68.2% | -47.6% | +115.8% | +69.5% |
| 5Y | +163.9% | -92.7% | +256.6% | +209.5% |
| All | +317.2% | -77.2% | +394.4% | +260.1% |
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