+62.5%
SLB vs SNAP
-90.7%
+153.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.1% | +0.7% |
| 7D | -7.1% | -7.1% | 0.0% | -6.8% |
| 30D | +4.1% | -14.6% | +18.7% | +4.8% |
| 3M | -2.6% | -5.0% | +2.3% | -2.6% |
| 6M | -8.6% | -18.8% | +10.3% | -7.9% |
| YTD | +32.2% | -38.5% | +70.7% | +34.7% |
| 1Y | +40.7% | -38.1% | +78.7% | +43.1% |
| 3Y | -4.5% | -53.8% | +49.2% | -3.0% |
| All | +62.5% | -90.7% | +153.2% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling