+128.3%
SLV vs SNAP
-52.9%
+181.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.8% | -6.4% | -0.5% |
| 7D | -1.1% | -9.8% | +8.7% | +0.1% |
| 30D | -14.2% | -18.2% | +4.1% | -12.0% |
| 3M | -20.3% | -3.1% | -17.2% | -20.3% |
| 6M | -40.2% | -7.1% | -33.1% | -40.1% |
| YTD | -27.6% | -33.8% | +6.2% | -26.1% |
| 1Y | +0.4% | -39.0% | +39.5% | +3.0% |
| All | +128.3% | -52.9% | +181.2% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling