+1,449.6%
NET vs SNAP
-65.4%
+1,515.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.1% | -0.6% |
| 7D | -7.0% | +0.7% | -7.7% | -7.3% |
| 30D | -4.8% | +2.6% | -7.4% | -6.4% |
| 3M | +3.8% | -9.9% | +13.7% | +5.7% |
| 6M | +50.0% | +1.9% | +48.2% | +43.8% |
| YTD | +41.5% | -32.2% | +73.7% | +55.3% |
| 1Y | +32.8% | -22.8% | +55.7% | +38.2% |
| 3Y | +335.9% | -47.6% | +383.5% | +341.0% |
| 5Y | +113.8% | -92.7% | +206.5% | +261.1% |
| All | +1,449.6% | -65.4% | +1,515.0% | +1,629.3% |
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 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