+2,147.4%
SHOP vs SNAP
-77.4%
+2,224.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.7% | -6.8% | -7.3% |
| 7D | -4.1% | +1.5% | -5.6% | -4.6% |
| 30D | -11.5% | +1.9% | -13.4% | -12.3% |
| 3M | +21.1% | -3.9% | +24.9% | +20.9% |
| 6M | +3.0% | +5.2% | -2.2% | -0.8% |
| YTD | -16.7% | -32.7% | +16.0% | -7.6% |
| 1Y | -8.3% | -24.8% | +16.5% | -2.5% |
| 3Y | +112.8% | -42.2% | +155.0% | +119.3% |
| 5Y | -9.3% | -92.7% | +83.4% | +48.0% |
| All | +2,147.4% | -77.4% | +2,224.7% | +2,234.7% |
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