+273.7%
SHW vs SNAP
-79.0%
+352.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.9% |
| 7D | +1.6% | -7.3% | +8.9% | +2.3% |
| 30D | +12.1% | -18.9% | +31.0% | +14.1% |
| 3M | -3.0% | -5.3% | +2.3% | -2.8% |
| 6M | +13.5% | -16.9% | +30.5% | +14.7% |
| YTD | +11.2% | -37.4% | +48.7% | +14.5% |
| 1Y | +6.2% | -38.5% | +44.7% | +9.4% |
| 3Y | +45.6% | -55.1% | +100.7% | +48.4% |
| 5Y | +15.6% | -90.8% | +106.4% | +26.8% |
| All | +273.7% | -79.0% | +352.7% | +227.6% |
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 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