+40.7%
SLB vs SNAP
-42.2%
+82.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.1% | +0.6% |
| 7D | -7.1% | -7.1% | 0.0% | -6.8% |
| 30D | +4.1% | -14.6% | +18.7% | +4.5% |
| 3M | -2.6% | -5.0% | +2.3% | -2.6% |
| 6M | -8.6% | -18.8% | +10.3% | -7.4% |
| YTD | +32.2% | -38.5% | +70.7% | +37.8% |
| 1Y | +40.7% | -38.1% | +78.7% | +46.4% |
| All | +40.7% | -42.2% | +82.8% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling