+4.2%
SHW vs SNAP
-39.7%
+43.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.8% | -6.7% | -0.7% |
| 7D | -2.1% | -9.8% | +7.7% | -1.1% |
| 30D | +11.1% | -18.2% | +29.3% | +13.1% |
| 3M | -2.2% | -3.1% | +0.9% | -2.1% |
| 6M | +14.3% | -7.1% | +21.5% | +13.3% |
| YTD | +10.6% | -33.8% | +44.4% | +10.3% |
| All | +4.2% | -39.7% | +43.9% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling