+122.3%
SLV vs SNAP
-53.8%
+176.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.4% | +0.2% |
| 7D | +5.1% | -7.1% | +12.2% | +6.0% |
| 30D | -12.9% | -14.6% | +1.7% | -11.2% |
| 3M | -16.1% | -5.0% | -11.1% | -15.8% |
| 6M | -33.2% | -18.8% | -14.3% | -31.9% |
| YTD | -27.2% | -38.5% | +11.3% | -25.0% |
| 1Y | +7.6% | -38.1% | +45.7% | +10.9% |
| 3Y | +122.3% | -53.8% | +176.1% | +112.1% |
| All | +122.3% | -53.8% | +176.2% | +112.1% |
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