+59.8%
SO vs SNAP
-92.8%
+152.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.8% |
| 7D | -0.2% | +0.7% | -0.9% | -0.1% |
| 30D | -4.6% | +2.6% | -7.2% | -4.5% |
| 3M | -3.0% | -9.9% | +6.8% | -3.1% |
| 6M | -8.3% | +1.9% | -10.1% | -8.1% |
| YTD | +3.5% | -32.2% | +35.7% | +3.4% |
| 1Y | -0.9% | -22.8% | +21.9% | -1.0% |
| 3Y | +45.4% | -47.6% | +93.0% | +44.7% |
| All | +59.8% | -92.8% | +152.6% | +59.6% |
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