-79.7%
SNAP vs PHM
+556.4%
-636.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.8% |
| 7D | -7.1% | +6.2% | -13.3% | -9.3% |
| 30D | -14.6% | +17.9% | -32.6% | -20.3% |
| 3M | -5.0% | +2.5% | -7.5% | -6.1% |
| 6M | -18.8% | +10.8% | -29.6% | -22.6% |
| YTD | -38.5% | +13.7% | -52.3% | -42.8% |
| 1Y | -38.1% | +12.4% | -50.4% | -42.2% |
| 3Y | -53.8% | +65.6% | -119.4% | -63.6% |
| 5Y | -90.7% | +175.3% | -266.0% | -94.1% |
| All | -79.7% | +556.4% | -636.1% | -89.1% |
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