+96.9%
PSX vs SNAP
-22.3%
+119.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.9% | -10.4% | -4.1% |
| 7D | -5.2% | -0.7% | -4.5% | -5.0% |
| 30D | -3.7% | +5.5% | -9.3% | -3.2% |
| 3M | +26.8% | +2.2% | +24.5% | +27.4% |
| 6M | +47.3% | -4.1% | +51.4% | +47.8% |
| YTD | +105.4% | -26.6% | +132.1% | +111.7% |
| 1Y | +96.9% | -20.7% | +117.7% | +101.2% |
| All | +96.9% | -22.3% | +119.2% | +101.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling