+365.7%
SE vs SNAP
-67.8%
+433.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.8% |
| 7D | +2.0% | -7.1% | +9.1% | +3.9% |
| 30D | -20.0% | -14.6% | -5.4% | -16.9% |
| 3M | -31.8% | -5.0% | -26.8% | -31.5% |
| 6M | -15.9% | -18.8% | +2.9% | -12.7% |
| YTD | -40.6% | -38.5% | -2.1% | -34.4% |
| 1Y | -50.7% | -38.1% | -12.6% | -45.7% |
| 3Y | +70.3% | -53.8% | +124.1% | +77.0% |
| 5Y | -78.8% | -90.7% | +11.8% | -70.1% |
| All | +365.7% | -67.8% | +433.5% | +403.8% |
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