+490.5%
NOW vs SNAP
-79.3%
+569.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.2% |
| 7D | -3.0% | -7.1% | +4.1% | -1.6% |
| 30D | -26.0% | -14.6% | -11.4% | -23.4% |
| 3M | -13.1% | -5.0% | -8.1% | -12.2% |
| 6M | +14.5% | -18.8% | +33.3% | +18.8% |
| YTD | -33.4% | -38.5% | +5.1% | -27.4% |
| 1Y | -40.6% | -38.1% | -2.6% | -35.4% |
| 3Y | -16.3% | -53.8% | +37.5% | -11.5% |
| 5Y | -26.3% | -90.7% | +64.3% | -5.3% |
| All | +490.5% | -79.3% | +569.8% | +424.0% |
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 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