+61.4%
O vs SNAP
-79.0%
+140.3%
-48.3%
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% | +0.7% |
| 7D | +3.3% | -7.3% | +10.7% | +3.7% |
| 30D | +10.3% | -18.9% | +29.3% | +11.4% |
| 3M | -3.5% | -5.3% | +1.8% | -3.4% |
| 6M | -1.3% | -16.9% | +15.7% | -0.8% |
| YTD | +10.3% | -37.4% | +47.8% | +12.1% |
| 1Y | +10.4% | -38.5% | +48.9% | +12.2% |
| 3Y | +40.0% | -55.1% | +95.1% | +40.8% |
| 5Y | +12.4% | -90.8% | +103.1% | +19.8% |
| All | +61.4% | -79.0% | +140.3% | +40.8% |
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