-53.5%
SNAP vs PHM
+59.3%
-112.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +6.0% | -4.1% | +10.2% | +8.0% |
| 30D | -13.8% | +16.1% | -29.9% | -19.5% |
| 3M | -0.8% | -2.5% | +1.7% | +0.1% |
| 6M | -6.2% | +12.9% | -19.2% | -11.9% |
| YTD | -34.8% | +9.0% | -43.8% | -39.1% |
| 1Y | -38.7% | +8.2% | -46.9% | -42.8% |
| 3Y | -53.5% | +58.4% | -111.9% | -67.5% |
| All | -53.5% | +59.3% | -112.7% | -67.5% |
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