+170.5%
SO vs SNAP
-79.3%
+249.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -1.0% |
| 7D | -1.5% | -7.1% | +5.7% | -1.4% |
| 30D | +8.1% | -14.6% | +22.7% | +8.2% |
| 3M | +0.2% | -5.0% | +5.2% | +0.2% |
| 6M | +0.4% | -18.8% | +19.2% | +0.5% |
| YTD | +8.5% | -38.5% | +47.0% | +9.0% |
| 1Y | +4.9% | -38.1% | +43.0% | +5.4% |
| 3Y | +47.9% | -53.8% | +101.7% | +47.7% |
| 5Y | +75.7% | -90.7% | +166.4% | +79.4% |
| All | +170.5% | -79.3% | +249.8% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling