+150.9%
NOK vs SNAP
-77.9%
+228.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.2% |
| 7D | +9.3% | -5.0% | +14.4% | +9.9% |
| 30D | +17.9% | -0.7% | +18.6% | +17.7% |
| 3M | -22.3% | -5.0% | -17.3% | -22.2% |
| 6M | +36.4% | +3.5% | +32.9% | +34.9% |
| YTD | +66.3% | -34.2% | +100.5% | +71.2% |
| 1Y | +134.4% | -27.1% | +161.5% | +138.3% |
| 3Y | +186.6% | -43.5% | +230.0% | +186.4% |
| 5Y | +102.7% | -92.9% | +195.6% | +126.6% |
| All | +150.9% | -77.9% | +228.8% | +124.3% |
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