+319.3%
SPGI vs SNAP
-78.1%
+397.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +1.2% | +6.0% | -4.8% | +0.6% |
| 30D | +15.9% | -13.8% | +29.7% | +17.5% |
| 3M | +12.3% | -0.8% | +13.1% | +11.9% |
| 6M | +23.7% | -6.2% | +29.9% | +23.4% |
| YTD | -3.5% | -34.8% | +31.3% | -0.6% |
| 1Y | +0.4% | -38.7% | +39.1% | +4.0% |
| 3Y | +29.9% | -53.5% | +83.3% | +32.0% |
| 5Y | +15.2% | -90.2% | +105.4% | +28.0% |
| All | +319.3% | -78.1% | +397.4% | +249.4% |
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