+386.3%
ON vs SNAP
-78.3%
+464.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.7% |
| 7D | +17.0% | +2.6% | +14.5% | +16.4% |
| 30D | -3.9% | -19.6% | +15.7% | +1.1% |
| 3M | -11.5% | +0.4% | -11.9% | -12.3% |
| 6M | -29.2% | -5.9% | -23.2% | -29.3% |
| YTD | +36.2% | -35.3% | +71.5% | +46.4% |
| 1Y | +49.6% | -42.6% | +92.2% | +65.3% |
| 3Y | +9.4% | -53.9% | +63.3% | +18.3% |
| 5Y | +25.8% | -90.3% | +116.1% | +67.3% |
| All | +386.3% | -78.3% | +464.6% | +290.7% |
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