+156.2%
PSX vs SNAP
-53.6%
+209.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +7.8% | +6.0% | +1.8% | +7.4% |
| 30D | -10.9% | -13.8% | +2.9% | -10.1% |
| 3M | +14.5% | -0.8% | +15.2% | +14.1% |
| 6M | +56.1% | -6.2% | +62.4% | +55.8% |
| YTD | +109.6% | -34.8% | +144.4% | +116.3% |
| 1Y | +95.5% | -38.7% | +134.2% | +103.1% |
| 3Y | +156.2% | -53.5% | +209.6% | +132.3% |
| All | +156.2% | -53.6% | +209.8% | +132.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling