+372.4%
PSX vs SNAP
-77.7%
+450.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.8% | -3.6% | +2.7% |
| 7D | -0.4% | -9.8% | +9.4% | +0.3% |
| 30D | -8.1% | -18.2% | +10.1% | -7.0% |
| 3M | +15.9% | -3.1% | +19.0% | +15.7% |
| 6M | +49.4% | -7.1% | +56.5% | +49.1% |
| YTD | +104.7% | -33.8% | +138.5% | +108.3% |
| 1Y | +89.1% | -39.0% | +128.1% | +93.6% |
| 3Y | +151.7% | -52.8% | +204.6% | +154.8% |
| 5Y | +298.3% | -90.0% | +388.3% | +329.0% |
| All | +372.4% | -77.7% | +450.1% | +301.1% |
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