+1,637.0%
PWR vs SNAP
-77.4%
+1,714.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.1% | +2.4% |
| 7D | +4.5% | +1.5% | +3.0% | +4.4% |
| 30D | -4.9% | +1.9% | -6.8% | -5.3% |
| 3M | -7.9% | -3.9% | -4.0% | -8.1% |
| 6M | +18.3% | +5.2% | +13.1% | +16.5% |
| YTD | +51.5% | -32.7% | +84.2% | +55.4% |
| 1Y | +70.3% | -24.8% | +95.1% | +72.4% |
| 3Y | +210.6% | -42.2% | +252.8% | +212.9% |
| 5Y | +456.7% | -92.7% | +549.3% | +521.2% |
| All | +1,637.0% | -77.4% | +1,714.4% | +1,470.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling