-78.5%
SNAP vs ITOT
+248.7%
-327.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.4% |
| 7D | +6.0% | +2.5% | +3.6% | +2.1% |
| 30D | -13.8% | -1.7% | -12.1% | -10.6% |
| 3M | -0.8% | -3.4% | +2.6% | +5.8% |
| 6M | -6.2% | +2.1% | -8.3% | -7.7% |
| YTD | -34.8% | +11.5% | -46.3% | -43.2% |
| 1Y | -38.7% | +13.6% | -52.3% | -48.1% |
| 3Y | -53.5% | +77.2% | -130.7% | -79.1% |
| 5Y | -90.2% | +64.4% | -154.6% | -94.7% |
| All | -78.5% | +248.7% | -327.2% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling