+94.5%
QQQ vs SNAP
-92.8%
+187.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | +1.0% | -5.0% | +6.0% | +1.7% |
| 30D | -0.6% | -0.7% | +0.1% | -0.8% |
| 3M | +1.3% | -5.0% | +6.3% | +1.4% |
| 6M | +18.1% | +3.5% | +14.6% | +16.0% |
| YTD | +16.9% | -34.2% | +51.1% | +22.1% |
| 1Y | +24.0% | -27.1% | +51.0% | +27.0% |
| 3Y | +95.6% | -43.5% | +139.1% | +95.8% |
| 5Y | +94.5% | -92.9% | +187.4% | +131.1% |
| All | +94.5% | -92.8% | +187.3% | +131.1% |
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