+73.6%
SLB vs SNAP
-90.0%
+163.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.8% | -4.7% | +1.8% |
| 7D | -1.2% | -9.8% | +8.6% | -0.7% |
| 30D | +4.5% | -18.2% | +22.7% | +5.4% |
| 3M | -4.6% | -3.1% | -1.5% | -4.7% |
| 6M | -6.3% | -7.1% | +0.9% | -6.3% |
| YTD | +35.0% | -33.8% | +68.8% | +36.9% |
| 1Y | +38.8% | -39.0% | +77.8% | +41.4% |
| 3Y | +3.3% | -52.8% | +56.1% | +4.7% |
| 5Y | +73.6% | -90.0% | +163.6% | +105.2% |
| All | +73.6% | -90.0% | +163.6% | +105.2% |
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