+190.8%
SAP vs SNAP
-78.1%
+268.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +0.6% | +6.0% | -5.4% | 0.0% |
| 30D | +6.5% | -13.8% | +20.3% | +7.9% |
| 3M | +12.2% | -0.8% | +13.0% | +11.9% |
| 6M | +46.1% | -6.2% | +52.3% | +46.0% |
| YTD | -1.6% | -34.8% | +33.2% | +1.3% |
| 1Y | -5.1% | -38.7% | +33.6% | -1.8% |
| 3Y | +68.4% | -53.5% | +121.8% | +71.9% |
| 5Y | +79.4% | -90.2% | +169.6% | +96.2% |
| All | +190.8% | -78.1% | +268.9% | +163.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling