-77.7%
SNAP vs ITOT
+256.5%
-334.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +2.6% | 0.0% | +2.6% | +2.7% |
| 3M | -9.9% | +2.0% | -11.8% | -11.9% |
| 6M | +1.9% | +13.0% | -11.2% | -14.4% |
| YTD | -32.2% | +14.0% | -46.2% | -43.5% |
| 1Y | -22.8% | +19.9% | -42.8% | -40.4% |
| 3Y | -47.6% | +75.8% | -123.4% | -76.4% |
| 5Y | -92.7% | +73.8% | -166.6% | -96.4% |
| All | -77.7% | +256.5% | -334.1% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling