+1,588.2%
PLTR vs SNAP
-80.8%
+1,669.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.0% | +4.2% |
| 7D | -12.9% | -7.1% | -5.8% | -11.1% |
| 30D | -17.4% | -14.6% | -2.8% | -13.6% |
| 3M | +2.9% | -5.0% | +7.8% | +3.4% |
| 6M | +19.9% | -18.8% | +38.7% | +25.8% |
| YTD | -9.8% | -38.5% | +28.8% | +1.3% |
| 1Y | -8.4% | -38.1% | +29.7% | +2.6% |
| 3Y | +765.0% | -53.8% | +818.8% | +832.0% |
| 5Y | +516.8% | -90.7% | +607.5% | +792.4% |
| All | +1,588.2% | -80.8% | +1,669.0% | +2,536.9% |
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