-53.8%
SNAP vs PHM
+64.3%
-118.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.7% |
| 7D | -7.1% | +6.2% | -13.3% | -9.5% |
| 30D | -14.6% | +17.9% | -32.6% | -20.8% |
| 3M | -5.0% | +2.5% | -7.5% | -6.2% |
| 6M | -18.8% | +10.8% | -29.6% | -23.0% |
| YTD | -38.5% | +13.7% | -52.3% | -43.6% |
| 1Y | -38.1% | +12.4% | -50.4% | -43.0% |
| 3Y | -53.8% | +65.6% | -119.4% | -68.6% |
| All | -53.8% | +64.3% | -118.1% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling