+95.1%
META vs SNAP
-53.8%
+148.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -12.7% |
| 3M | +3.5% | -5.0% | +8.5% | +3.9% |
| 6M | -0.3% | -18.8% | +18.5% | +2.7% |
| YTD | -7.3% | -38.5% | +31.2% | -0.7% |
| 1Y | -1.1% | -38.1% | +37.0% | +5.6% |
| 3Y | +95.1% | -53.8% | +148.8% | +107.5% |
| All | +95.1% | -53.8% | +148.9% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling