+88.2%
NOK vs SNAP
-78.1%
+166.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | +5.4% | +6.0% | -0.7% | +4.7% |
| 30D | -14.1% | -13.8% | -0.4% | -12.9% |
| 3M | -23.6% | -0.8% | -22.8% | -23.7% |
| 6M | -45.1% | -6.2% | -38.9% | -45.1% |
| YTD | +24.7% | -34.8% | +59.5% | +28.4% |
| 1Y | +19.0% | -38.7% | +57.7% | +23.2% |
| 3Y | +147.0% | -53.5% | +200.5% | +151.6% |
| 5Y | +58.2% | -90.2% | +148.4% | +72.9% |
| All | +88.2% | -78.1% | +166.3% | +68.1% |
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 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