+86.1%
QQQ vs SNAP
-52.9%
+139.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.8% | -4.5% | +1.3% |
| 7D | -0.2% | -9.8% | +9.6% | +1.2% |
| 30D | -7.5% | -18.2% | +10.8% | -4.9% |
| 3M | -3.8% | -3.1% | -0.7% | -3.9% |
| 6M | -3.0% | -7.1% | +4.1% | -2.9% |
| YTD | +12.8% | -33.8% | +46.6% | +17.2% |
| 1Y | +11.6% | -39.0% | +50.6% | +17.2% |
| All | +86.1% | -52.9% | +139.0% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling