+552.9%
PLTR vs SNAP
-92.8%
+645.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.5% | -3.2% |
| 7D | -6.4% | +0.7% | -7.2% | -6.7% |
| 30D | +10.0% | +2.6% | +7.4% | +8.5% |
| 3M | +23.0% | -9.9% | +32.9% | +26.3% |
| 6M | +13.8% | +1.9% | +11.9% | +11.3% |
| YTD | -1.9% | -32.2% | +30.3% | +7.9% |
| 1Y | +11.6% | -22.8% | +34.5% | +16.8% |
| 3Y | +1,048.4% | -47.6% | +1,096.0% | +1,087.6% |
| All | +552.9% | -92.8% | +645.7% | +975.6% |
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