+492.8%
NOW vs SNAP
-78.8%
+571.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -14.0% | +8.1% | -3.0% |
| 7D | -6.7% | -10.4% | +3.7% | -4.6% |
| 30D | -25.8% | -11.9% | -13.9% | -23.7% |
| 3M | -12.7% | -4.5% | -8.2% | -11.9% |
| 6M | +11.2% | -16.7% | +27.9% | +14.8% |
| YTD | -33.2% | -36.9% | +3.7% | -27.5% |
| 1Y | -41.8% | -30.3% | -11.5% | -38.3% |
| 3Y | -15.7% | -52.5% | +36.9% | -11.3% |
| 5Y | -26.0% | -90.4% | +64.4% | -5.5% |
| All | +492.8% | -78.8% | +571.6% | +423.2% |
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 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