+32.4%
PWR vs SNAP
-22.3%
+54.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +5.9% | -17.6% | -11.8% |
| 7D | -4.4% | -0.7% | -3.7% | -4.3% |
| 30D | -15.1% | +5.5% | -20.6% | -15.3% |
| 3M | -16.2% | +2.2% | -18.5% | -16.3% |
| 6M | -23.3% | -4.1% | -19.3% | -22.6% |
| YTD | +37.6% | -26.6% | +64.3% | +38.0% |
| 1Y | +32.4% | -20.7% | +53.2% | +31.4% |
| All | +32.4% | -22.3% | +54.7% | +31.4% |
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