+91.4%
ORCL vs SNAP
-92.8%
+184.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.1% | +3.5% |
| 7D | +5.3% | +0.7% | +4.5% | +5.2% |
| 30D | +10.0% | +2.6% | +7.3% | +9.4% |
| 3M | -32.6% | -9.9% | -22.7% | -32.1% |
| 6M | +4.9% | +1.9% | +3.1% | +4.0% |
| YTD | -17.8% | -32.2% | +14.5% | -15.6% |
| 1Y | -28.0% | -22.8% | -5.1% | -27.0% |
| 3Y | +36.0% | -47.6% | +83.6% | +38.0% |
| All | +91.4% | -92.8% | +184.2% | +93.5% |
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