-18.6%
SLB vs SNAP
-79.0%
+60.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.8% |
| 7D | -3.7% | -7.3% | +3.6% | -3.2% |
| 30D | +2.9% | -18.9% | +21.9% | +4.5% |
| 3M | +0.2% | -5.3% | +5.5% | +0.3% |
| 6M | -4.4% | -16.9% | +12.5% | -3.7% |
| YTD | +33.4% | -37.4% | +70.8% | +36.9% |
| 1Y | +40.8% | -38.5% | +79.3% | +44.5% |
| 3Y | +3.2% | -55.1% | +58.3% | +5.3% |
| 5Y | +64.8% | -90.8% | +155.6% | +82.5% |
| All | -18.6% | -79.0% | +60.4% | -33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling