+222.9%
ORCL vs SNAP
-79.0%
+301.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +3.0% |
| 7D | +0.5% | -7.3% | +7.8% | +1.2% |
| 30D | -15.3% | -18.9% | +3.7% | -13.6% |
| 3M | -18.2% | -5.3% | -13.0% | -18.0% |
| 6M | -38.4% | -16.9% | -21.5% | -37.7% |
| YTD | -37.7% | -37.4% | -0.3% | -35.7% |
| 1Y | -49.3% | -38.5% | -10.8% | -47.6% |
| 3Y | +10.6% | -55.1% | +65.7% | +13.7% |
| 5Y | +35.5% | -90.8% | +126.3% | +46.9% |
| All | +222.9% | -79.0% | +301.9% | +184.9% |
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