+373.2%
PSX vs SNAP
-77.4%
+450.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | +2.8% | +1.5% | +1.3% | +2.7% |
| 30D | +27.8% | +1.9% | +25.9% | +27.4% |
| 3M | +42.0% | -3.9% | +45.9% | +41.8% |
| 6M | +58.1% | +5.2% | +52.9% | +56.2% |
| YTD | +105.0% | -32.7% | +137.7% | +109.0% |
| 1Y | +104.9% | -24.8% | +129.7% | +106.6% |
| 3Y | +134.1% | -42.2% | +176.2% | +133.8% |
| 5Y | +363.8% | -92.7% | +456.5% | +412.2% |
| All | +373.2% | -77.4% | +450.6% | +302.3% |
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