+390.6%
ON vs SNAP
-77.2%
+467.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +1.9% |
| 7D | +2.4% | +0.7% | +1.7% | +2.2% |
| 30D | -3.3% | +2.6% | -5.9% | -4.4% |
| 3M | -43.6% | -9.9% | -33.7% | -42.8% |
| 6M | +19.0% | +1.9% | +17.1% | +16.0% |
| YTD | +37.4% | -32.2% | +69.6% | +46.5% |
| 1Y | +54.8% | -22.8% | +77.6% | +59.4% |
| 3Y | -25.2% | -47.6% | +22.4% | -21.7% |
| 5Y | +62.7% | -92.7% | +155.4% | +129.1% |
| All | +390.6% | -77.2% | +467.8% | +291.2% |
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