+11.4%
O vs SNAP
-39.3%
+50.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.8% |
| 7D | +3.3% | -7.3% | +10.7% | +3.2% |
| 30D | +10.3% | -18.9% | +29.3% | +9.9% |
| 3M | -3.5% | -5.3% | +1.8% | -3.3% |
| 6M | -1.3% | -16.9% | +15.7% | -1.5% |
| YTD | +10.3% | -37.4% | +47.8% | +6.3% |
| All | +11.4% | -39.3% | +50.7% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling