+63.9%
O vs SNAP
-77.4%
+141.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.3% |
| 7D | -0.6% | +1.5% | -2.0% | -0.6% |
| 30D | -2.0% | +1.9% | -3.8% | -2.1% |
| 3M | +3.0% | -3.9% | +6.9% | +2.9% |
| 6M | -3.6% | +5.2% | -8.9% | -4.4% |
| YTD | +12.1% | -32.7% | +44.8% | +13.6% |
| 1Y | +8.9% | -24.8% | +33.7% | +9.5% |
| 3Y | +30.3% | -42.2% | +72.5% | +29.2% |
| 5Y | +13.7% | -92.7% | +106.4% | +23.4% |
| All | +63.9% | -77.4% | +141.3% | +42.7% |
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