+373.5%
META vs SNAP
-79.0%
+452.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +4.7% |
| 7D | +5.7% | -7.3% | +13.0% | +7.3% |
| 30D | -10.8% | -18.9% | +8.2% | -6.8% |
| 3M | +8.4% | -5.3% | +13.7% | +8.9% |
| 6M | +5.4% | -16.9% | +22.3% | +8.2% |
| YTD | -2.6% | -37.4% | +34.8% | +5.1% |
| 1Y | +3.5% | -38.5% | +42.0% | +11.9% |
| 3Y | +102.0% | -55.1% | +157.1% | +115.5% |
| 5Y | +93.1% | -90.8% | +183.9% | +150.9% |
| All | +373.5% | -79.0% | +452.4% | +350.5% |
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 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