+77.0%
SO vs SNAP
-90.7%
+167.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -1.1% |
| 7D | -1.5% | -7.1% | +5.7% | -1.5% |
| 30D | +8.1% | -14.6% | +22.7% | +7.9% |
| 3M | +0.2% | -5.0% | +5.2% | +0.2% |
| 6M | +0.4% | -18.8% | +19.2% | +0.3% |
| YTD | +8.5% | -38.5% | +47.0% | +8.2% |
| 1Y | +4.9% | -38.1% | +43.0% | +4.6% |
| 3Y | +47.9% | -53.8% | +101.7% | +47.1% |
| All | +77.0% | -90.7% | +167.7% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling