+67.4%
SAP vs SNAP
-54.3%
+121.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.4% |
| 7D | +1.5% | -10.6% | +12.0% | +2.8% |
| 30D | +8.8% | -19.7% | +28.6% | +11.7% |
| 3M | +12.1% | -6.5% | +18.6% | +12.5% |
| 6M | +34.6% | -17.8% | +52.3% | +36.4% |
| YTD | -2.1% | -38.0% | +35.9% | +1.6% |
| 1Y | -5.5% | -42.5% | +36.9% | -1.4% |
| 3Y | +67.4% | -55.8% | +123.3% | +68.5% |
| All | +67.4% | -54.3% | +121.8% | +68.5% |
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