+60.1%
O vs SNAP
-79.3%
+139.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.6% |
| 7D | +3.7% | -7.1% | +10.8% | +4.0% |
| 30D | +11.2% | -14.6% | +25.8% | +11.9% |
| 3M | -4.0% | -5.0% | +1.0% | -4.0% |
| 6M | -5.2% | -18.8% | +13.6% | -4.7% |
| YTD | +9.5% | -38.5% | +48.0% | +11.3% |
| 1Y | +10.6% | -38.1% | +48.7% | +12.3% |
| 3Y | +38.1% | -53.8% | +91.9% | +38.6% |
| 5Y | +10.2% | -90.7% | +100.9% | +17.4% |
| All | +60.1% | -79.3% | +139.5% | +39.8% |
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 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