+89.1%
PSX vs SNAP
-38.5%
+127.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.8% | -3.6% | +3.5% |
| 7D | -0.4% | -9.8% | +9.4% | -0.9% |
| 30D | -8.1% | -18.2% | +10.1% | -9.0% |
| 3M | +15.9% | -3.1% | +19.0% | +16.2% |
| 6M | +49.4% | -7.1% | +56.5% | +49.7% |
| YTD | +104.7% | -33.8% | +138.5% | +106.1% |
| 1Y | +89.1% | -39.0% | +128.1% | +95.4% |
| All | +89.1% | -38.5% | +127.6% | +95.4% |
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