+259.3%
SHW vs SNAP
-79.3%
+338.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.1% | -1.2% |
| 7D | +3.5% | -7.1% | +10.6% | +4.1% |
| 30D | +9.2% | -14.6% | +23.9% | +10.7% |
| 3M | -5.1% | -5.0% | -0.1% | -4.9% |
| 6M | +6.8% | -18.8% | +25.7% | +8.1% |
| YTD | +7.0% | -38.5% | +45.5% | +10.3% |
| 1Y | +4.1% | -38.1% | +42.2% | +7.2% |
| 3Y | +41.1% | -53.8% | +94.8% | +43.3% |
| 5Y | +12.9% | -90.7% | +103.5% | +23.6% |
| All | +259.3% | -79.3% | +338.6% | +215.4% |
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