+20.2%
SGOV vs SNAP
-92.5%
+112.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | 0.0% |
| 7D | 0.0% | +3.8% | -3.8% | 0.0% |
| 30D | +0.3% | +9.2% | -8.9% | +0.3% |
| 3M | +0.9% | +6.6% | -5.6% | +0.9% |
| 6M | +1.8% | +16.9% | -15.0% | +1.8% |
| YTD | +2.5% | -29.6% | +32.2% | +2.5% |
| 1Y | +3.8% | -22.1% | +25.9% | +3.8% |
| 3Y | +14.4% | -39.8% | +54.2% | +14.4% |
| All | +20.2% | -92.5% | +112.7% | +20.2% |
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