+485.9%
QQQ vs SNAP
-77.2%
+563.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.7% |
| 7D | +0.4% | +0.7% | -0.4% | +0.2% |
| 30D | +0.2% | +2.6% | -2.4% | -0.4% |
| 3M | -2.8% | -9.9% | +7.1% | -2.0% |
| 6M | +18.0% | +1.9% | +16.1% | +16.3% |
| YTD | +17.3% | -32.2% | +49.5% | +21.8% |
| 1Y | +25.6% | -22.8% | +48.4% | +27.6% |
| 3Y | +93.7% | -47.6% | +141.3% | +96.7% |
| 5Y | +94.2% | -92.7% | +186.9% | +130.1% |
| All | +485.9% | -77.2% | +563.1% | +425.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling