+308.8%
SPOT vs SNAP
-65.9%
+374.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -1.1% |
| 7D | -3.0% | -9.8% | +6.8% | -0.9% |
| 30D | +15.2% | -18.2% | +33.4% | +20.1% |
| 3M | +21.6% | -3.1% | +24.7% | +21.3% |
| 6M | +45.2% | -7.1% | +52.3% | +44.8% |
| YTD | +4.9% | -33.8% | +38.7% | +12.0% |
| 1Y | -4.8% | -39.0% | +34.3% | +3.5% |
| 3Y | +256.3% | -52.8% | +309.1% | +264.3% |
| 5Y | +120.2% | -90.0% | +210.2% | +192.1% |
| All | +308.8% | -65.9% | +374.7% | +246.1% |
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 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