-78.5%
SNAP vs INFY
+111.6%
-190.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +6.0% | -1.7% | +7.7% | +6.9% |
| 30D | -13.8% | +7.1% | -20.8% | -18.2% |
| 3M | -0.8% | -1.0% | +0.2% | -1.7% |
| 6M | -6.2% | +5.9% | -12.1% | -11.7% |
| YTD | -34.8% | -29.5% | -5.3% | -22.7% |
| 1Y | -38.7% | -26.0% | -12.7% | -30.3% |
| 3Y | -53.5% | -19.4% | -34.0% | -50.2% |
| 5Y | -90.2% | -40.9% | -49.3% | -87.2% |
| All | -78.5% | +111.6% | -190.2% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 all: compounded portfolio wealth divided by compounded INFY 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…
all analysis · Full analysis span regression · 6 months rolling