+174.1%
SO vs SNAP
-79.0%
+253.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.3% |
| 7D | -1.1% | -7.3% | +6.2% | -1.0% |
| 30D | +8.6% | -18.9% | +27.5% | +8.8% |
| 3M | +1.8% | -5.3% | +7.0% | +1.8% |
| 6M | +3.6% | -16.9% | +20.6% | +3.7% |
| YTD | +9.9% | -37.4% | +47.4% | +10.4% |
| 1Y | +5.7% | -38.5% | +44.2% | +6.1% |
| 3Y | +52.5% | -55.1% | +107.6% | +52.4% |
| 5Y | +77.3% | -90.8% | +168.1% | +81.3% |
| All | +174.1% | -79.0% | +253.0% | +155.4% |
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