+15.3%
SHW vs SNAP
-92.8%
+108.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.5% | +0.8% |
| 7D | -3.2% | +0.7% | -4.0% | -3.3% |
| 30D | -9.5% | +2.6% | -12.1% | -9.8% |
| 3M | +11.5% | -9.9% | +21.3% | +11.9% |
| 6M | -3.5% | +1.9% | -5.4% | -4.4% |
| YTD | +3.7% | -32.2% | +35.9% | +5.9% |
| 1Y | -7.9% | -22.8% | +14.9% | -7.2% |
| 3Y | +24.7% | -47.6% | +72.3% | +24.9% |
| All | +15.3% | -92.8% | +108.1% | +22.3% |
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