+617.6%
PLTR vs SNAP
-90.3%
+707.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | +4.7% | +6.0% | -1.3% | +2.8% |
| 30D | -16.4% | -13.8% | -2.6% | -12.6% |
| 3M | -6.2% | -0.8% | -5.4% | -7.0% |
| 6M | +29.2% | -6.2% | +35.4% | +30.1% |
| YTD | -5.5% | -34.8% | +29.3% | +4.8% |
| 1Y | -2.4% | -38.7% | +36.3% | +10.1% |
| 3Y | +752.3% | -53.5% | +805.8% | +812.9% |
| All | +617.6% | -90.3% | +707.9% | +1,200.7% |
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