+446.0%
PWR vs SNAP
-92.8%
+538.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.1% |
| 7D | +3.6% | +0.7% | +2.9% | +3.5% |
| 30D | -8.6% | +2.6% | -11.2% | -9.1% |
| 3M | -13.2% | -9.9% | -3.3% | -12.7% |
| 6M | +9.9% | +1.9% | +8.0% | +8.4% |
| YTD | +48.0% | -32.2% | +80.3% | +52.3% |
| 1Y | +66.2% | -22.8% | +89.0% | +68.0% |
| 3Y | +195.1% | -47.6% | +242.7% | +200.1% |
| All | +446.0% | -92.8% | +538.8% | +512.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling