-42.2%
SNAP vs PHM
+52.3%
-94.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.8% |
| 7D | +1.5% | -2.5% | +4.0% | +2.6% |
| 30D | +1.9% | -9.7% | +11.5% | +6.6% |
| 3M | -3.9% | +2.2% | -6.1% | -5.2% |
| 6M | +5.2% | -5.7% | +10.9% | +7.1% |
| YTD | -32.7% | +2.8% | -35.5% | -35.2% |
| 1Y | -24.8% | -14.4% | -10.4% | -20.6% |
| 3Y | -42.2% | +52.2% | -94.4% | -56.9% |
| All | -42.2% | +52.3% | -94.4% | -56.9% |
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