+350.4%
META vs SNAP
-79.3%
+429.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.4% |
| 7D | -0.8% | -7.1% | +6.3% | +0.6% |
| 30D | -15.4% | -14.6% | -0.8% | -12.8% |
| 3M | +3.5% | -5.0% | +8.5% | +3.9% |
| 6M | -0.3% | -18.8% | +18.5% | +2.9% |
| YTD | -7.3% | -38.5% | +31.2% | +0.4% |
| 1Y | -1.1% | -38.1% | +37.0% | +6.7% |
| 3Y | +95.1% | -53.8% | +148.8% | +106.7% |
| 5Y | +80.6% | -90.7% | +171.2% | +134.4% |
| All | +350.4% | -79.3% | +429.8% | +330.2% |
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