+186.5%
SCHW vs SNAP
-77.4%
+263.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -1.3% | +1.5% | -2.8% | -1.4% |
| 30D | -0.4% | +1.9% | -2.3% | -0.7% |
| 3M | +21.7% | -3.9% | +25.6% | +21.5% |
| 6M | +13.0% | +5.2% | +7.7% | +11.4% |
| YTD | +8.0% | -32.7% | +40.7% | +10.8% |
| 1Y | +15.8% | -24.8% | +40.6% | +17.3% |
| 3Y | +87.7% | -42.2% | +129.9% | +87.4% |
| 5Y | +59.7% | -92.7% | +152.3% | +77.4% |
| All | +186.5% | -77.4% | +263.8% | +158.6% |
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