+373.3%
ORLY vs SNAP
-76.3%
+449.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.3% |
| 7D | -2.4% | +3.8% | -6.2% | -2.5% |
| 30D | -6.8% | +9.2% | -16.0% | -7.1% |
| 3M | -4.8% | +6.6% | -11.3% | -5.2% |
| 6M | -9.1% | +16.9% | -26.0% | -9.9% |
| YTD | -5.9% | -29.6% | +23.7% | -5.2% |
| 1Y | -20.4% | -22.1% | +1.7% | -20.2% |
| 3Y | +36.6% | -39.8% | +76.4% | +35.3% |
| 5Y | +117.3% | -92.4% | +209.7% | +131.3% |
| All | +373.3% | -76.3% | +449.6% | +326.9% |
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