+35.0%
PWR vs SNAP
-41.1%
+76.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | -0.1% |
| 7D | +19.1% | +2.6% | +16.5% | +18.8% |
| 30D | -12.0% | -19.6% | +7.6% | -10.7% |
| 3M | -10.6% | +0.4% | -11.0% | -10.6% |
| 6M | -20.8% | -5.9% | -14.9% | -20.1% |
| YTD | +43.7% | -35.3% | +79.0% | +51.0% |
| 1Y | +35.0% | -42.6% | +77.6% | +52.7% |
| All | +35.0% | -41.1% | +76.1% | +52.7% |
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