+7.8%
ON vs SNAP
-90.7%
+98.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.0% | +1.1% |
| 7D | -11.7% | -7.1% | -4.5% | -10.1% |
| 30D | -23.3% | -14.6% | -8.6% | -20.6% |
| 3M | -19.2% | -5.0% | -14.2% | -18.9% |
| 6M | -40.1% | -18.8% | -21.3% | -38.2% |
| YTD | +16.9% | -38.5% | +55.5% | +27.2% |
| 1Y | +29.7% | -38.1% | +67.8% | +40.6% |
| 3Y | -4.4% | -53.8% | +49.4% | +3.0% |
| All | +7.8% | -90.7% | +98.5% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling