+6.6%
ON vs SNAP
-53.6%
+60.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.8% |
| 7D | +12.2% | +6.0% | +6.2% | +10.5% |
| 30D | -3.1% | -13.8% | +10.6% | +0.7% |
| 3M | -12.9% | -0.8% | -12.1% | -13.5% |
| 6M | -38.6% | -6.2% | -32.3% | -38.6% |
| YTD | +31.2% | -34.8% | +66.0% | +43.1% |
| 1Y | +47.6% | -38.7% | +86.3% | +63.6% |
| 3Y | +6.6% | -53.5% | +60.1% | +1.0% |
| All | +6.6% | -53.6% | +60.2% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling