+495.1%
NOW vs SNAP
-79.0%
+574.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.4% |
| 7D | -3.1% | -7.3% | +4.3% | -1.6% |
| 30D | -27.0% | -18.9% | -8.1% | -23.6% |
| 3M | -17.7% | -5.3% | -12.5% | -16.9% |
| 6M | +12.7% | -16.9% | +29.6% | +16.4% |
| YTD | -32.9% | -37.4% | +4.5% | -27.1% |
| 1Y | -40.4% | -38.5% | -1.9% | -35.1% |
| 3Y | -17.1% | -55.1% | +38.0% | -11.8% |
| 5Y | -25.7% | -90.8% | +65.1% | -4.3% |
| All | +495.1% | -79.0% | +574.0% | +426.0% |
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