+322.4%
NET vs SNAP
-44.9%
+367.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.9% | -8.5% | -3.8% |
| 7D | -16.4% | -0.7% | -15.7% | -16.3% |
| 30D | -25.8% | +5.5% | -31.4% | -26.7% |
| 3M | -11.5% | +2.2% | -13.8% | -12.5% |
| 6M | +18.9% | -4.1% | +23.0% | +18.4% |
| YTD | +35.2% | -26.6% | +61.9% | +40.5% |
| 1Y | +14.5% | -20.7% | +35.2% | +17.0% |
| All | +322.4% | -44.9% | +367.3% | +263.1% |
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