+20.2%
SGOV vs SNAP
-72.1%
+92.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +0.1% | -5.0% | +5.1% | +0.1% |
| 30D | +0.3% | -0.7% | +1.0% | +0.3% |
| 3M | +0.9% | -5.0% | +5.9% | +0.9% |
| 6M | +1.8% | +3.5% | -1.7% | +1.8% |
| YTD | +2.5% | -34.2% | +36.7% | +2.5% |
| 1Y | +3.8% | -27.1% | +30.8% | +3.8% |
| 3Y | +14.4% | -43.5% | +57.8% | +14.4% |
| 5Y | +20.2% | -92.9% | +113.0% | +20.2% |
| All | +20.2% | -72.1% | +92.3% | +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 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