+1,381.0%
NET vs SNAP
-62.6%
+1,443.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.9% | -8.5% | -4.6% |
| 7D | -16.4% | -0.7% | -15.7% | -16.2% |
| 30D | -25.8% | +5.5% | -31.4% | -27.4% |
| 3M | -11.5% | +2.2% | -13.8% | -13.3% |
| 6M | +18.9% | -4.1% | +23.0% | +17.4% |
| YTD | +35.2% | -26.6% | +61.9% | +43.8% |
| 1Y | +14.5% | -20.7% | +35.2% | +18.0% |
| 3Y | +313.8% | -44.8% | +358.6% | +311.0% |
| 5Y | +32.6% | -88.7% | +121.2% | +100.1% |
| All | +1,381.0% | -62.6% | +1,443.6% | +1,501.3% |
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