+240.5%
SHW vs SNAP
-77.4%
+317.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -1.2% | +1.5% | -2.7% | -1.3% |
| 30D | -11.6% | +1.9% | -13.5% | -11.8% |
| 3M | +9.1% | -3.9% | +13.0% | +9.1% |
| 6M | -0.7% | +5.2% | -5.9% | -1.9% |
| YTD | +1.4% | -32.7% | +34.1% | +3.9% |
| 1Y | -12.3% | -24.8% | +12.5% | -11.3% |
| 3Y | +23.4% | -42.2% | +65.5% | +22.9% |
| 5Y | +15.0% | -92.7% | +107.7% | +28.6% |
| All | +240.5% | -77.4% | +317.8% | +197.1% |
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 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