-78.7%
SNAP vs PHM
+528.7%
-607.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.5% |
| 7D | +2.6% | -6.1% | +8.7% | +5.1% |
| 30D | -19.6% | +13.7% | -33.3% | -23.8% |
| 3M | +0.4% | -1.5% | +1.9% | +0.7% |
| 6M | -5.9% | +11.3% | -17.2% | -10.6% |
| YTD | -35.3% | +8.9% | -44.2% | -38.8% |
| 1Y | -42.6% | +6.1% | -48.7% | -45.2% |
| 3Y | -53.9% | +57.7% | -111.6% | -63.0% |
| 5Y | -90.3% | +159.0% | -249.2% | -93.7% |
| All | -78.7% | +528.7% | -607.3% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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