+174.1%
SO vs SNAP
-78.1%
+252.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.2% |
| 7D | +1.4% | +6.0% | -4.7% | +1.3% |
| 30D | +4.7% | -13.8% | +18.5% | +4.9% |
| 3M | +1.7% | -0.8% | +2.4% | +1.6% |
| 6M | +2.2% | -6.2% | +8.4% | +2.1% |
| YTD | +10.0% | -34.8% | +44.8% | +10.4% |
| 1Y | +6.0% | -38.7% | +44.7% | +6.5% |
| 3Y | +54.1% | -53.5% | +107.6% | +53.9% |
| 5Y | +79.6% | -90.2% | +169.8% | +83.4% |
| All | +174.1% | -78.1% | +252.2% | +155.3% |
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