+62.8%
META vs SNAP
-92.8%
+155.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +2.0% |
| 7D | +6.7% | +0.7% | +6.0% | +6.4% |
| 30D | +4.8% | +2.6% | +2.1% | +3.7% |
| 3M | -1.6% | -9.9% | +8.3% | 0.0% |
| 6M | -7.5% | +1.9% | -9.3% | -9.7% |
| YTD | -6.4% | -32.2% | +25.8% | +0.7% |
| 1Y | -17.3% | -22.8% | +5.5% | -14.9% |
| 3Y | +109.9% | -47.6% | +157.5% | +114.3% |
| All | +62.8% | -92.8% | +155.6% | +144.9% |
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