+348.7%
PSX vs SNAP
-79.3%
+428.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | -0.4% |
| 7D | -13.1% | -7.1% | -6.0% | -12.7% |
| 30D | -9.5% | -14.6% | +5.1% | -8.7% |
| 3M | +20.2% | -5.0% | +25.2% | +20.2% |
| 6M | +44.9% | -18.8% | +63.7% | +46.0% |
| YTD | +94.4% | -38.5% | +132.9% | +98.9% |
| 1Y | +83.1% | -38.1% | +121.1% | +87.0% |
| 3Y | +132.2% | -53.8% | +185.9% | +135.2% |
| 5Y | +278.8% | -90.7% | +369.5% | +309.9% |
| All | +348.7% | -79.3% | +428.0% | +283.0% |
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