+365.1%
META vs SNAP
-75.3%
+440.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.9% | -4.5% | +0.1% |
| 7D | +2.9% | -0.7% | +3.5% | +2.9% |
| 30D | -15.1% | +5.5% | -20.6% | -16.3% |
| 3M | +7.2% | +2.2% | +5.0% | +6.0% |
| 6M | +3.4% | -4.1% | +7.4% | +3.0% |
| YTD | -4.3% | -26.6% | +22.3% | -0.1% |
| 1Y | +0.8% | -20.7% | +21.5% | +3.0% |
| 3Y | +102.2% | -44.8% | +146.9% | +106.4% |
| 5Y | +89.4% | -88.7% | +178.1% | +136.1% |
| All | +365.1% | -75.3% | +440.4% | +327.9% |
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 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