+365.8%
PSX vs SNAP
-77.2%
+443.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.4% |
| 7D | +4.5% | +0.7% | +3.8% | +4.5% |
| 30D | +26.6% | +2.6% | +24.0% | +26.2% |
| 3M | +39.3% | -9.9% | +49.2% | +39.7% |
| 6M | +56.8% | +1.9% | +55.0% | +55.3% |
| YTD | +101.8% | -32.2% | +134.0% | +105.6% |
| 1Y | +99.6% | -22.8% | +122.5% | +100.9% |
| 3Y | +140.3% | -47.6% | +188.0% | +141.7% |
| 5Y | +339.3% | -92.7% | +432.0% | +385.4% |
| All | +365.8% | -77.2% | +443.0% | +295.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling