+64.6%
NOK vs SNAP
-90.0%
+154.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.8% | -4.5% | +1.5% |
| 7D | +2.2% | -9.8% | +12.0% | +3.4% |
| 30D | -14.7% | -18.2% | +3.5% | -12.9% |
| 3M | -10.6% | -3.1% | -7.5% | -10.6% |
| 6M | -39.4% | -7.1% | -32.2% | -39.2% |
| YTD | +30.4% | -33.8% | +64.3% | +34.4% |
| 1Y | +22.3% | -39.0% | +61.4% | +27.1% |
| 3Y | +157.6% | -52.8% | +210.4% | +161.3% |
| 5Y | +64.6% | -90.0% | +154.5% | +95.2% |
| All | +64.6% | -90.0% | +154.6% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling