-77.7%
SNAP vs PHM
+515.2%
-592.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | +0.7% | -3.2% | +3.9% | +2.0% |
| 30D | +2.6% | -6.4% | +9.1% | +5.5% |
| 3M | -9.9% | +5.5% | -15.4% | -12.1% |
| 6M | +1.9% | -5.4% | +7.3% | +3.4% |
| YTD | -32.2% | +6.6% | -38.8% | -35.0% |
| 1Y | -22.8% | -8.8% | -14.0% | -21.5% |
| 3Y | -47.6% | +54.1% | -101.7% | -57.5% |
| 5Y | -92.7% | +144.5% | -237.2% | -95.2% |
| All | -77.7% | +515.2% | -592.8% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling