-68.1%
SE vs SNAP
-92.8%
+24.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.3% |
| 7D | -6.1% | +0.7% | -6.8% | -6.4% |
| 30D | -2.5% | +2.6% | -5.1% | -3.4% |
| 3M | +21.7% | -9.9% | +31.6% | +24.1% |
| 6M | +27.0% | +1.9% | +25.1% | +23.4% |
| YTD | -12.1% | -32.2% | +20.1% | -3.7% |
| 1Y | -40.9% | -22.8% | -18.1% | -38.5% |
| 3Y | +191.0% | -47.6% | +238.6% | +184.8% |
| All | -68.1% | -92.8% | +24.7% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling