-78.3%
SNAP vs PHM
+487.9%
-566.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | -5.0% | -3.9% | -1.2% | -3.5% |
| 30D | -0.7% | -8.6% | +7.8% | +2.9% |
| 3M | -5.0% | -2.9% | -2.1% | -4.2% |
| 6M | +3.5% | -5.7% | +9.2% | +5.2% |
| YTD | -34.2% | +1.9% | -36.1% | -35.8% |
| 1Y | -27.1% | -12.3% | -14.7% | -24.6% |
| 3Y | -43.5% | +50.8% | -94.2% | -53.7% |
| 5Y | -92.9% | +157.3% | -250.2% | -95.3% |
| All | -78.3% | +487.9% | -566.2% | -87.8% |
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