+248.4%
SHW vs SNAP
-77.2%
+325.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.0% |
| 6M | -3.5% | +1.9% | -5.4% | -4.5% |
| YTD | +3.7% | -32.2% | +35.9% | +6.2% |
| 1Y | -7.9% | -22.8% | +14.9% | -7.1% |
| 3Y | +24.7% | -47.6% | +72.3% | +25.3% |
| 5Y | +13.6% | -92.7% | +106.3% | +27.1% |
| All | +248.4% | -77.2% | +325.6% | +203.8% |
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