+301.7%
SPOT vs SNAP
-66.7%
+368.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.2% |
| 7D | -2.6% | +2.6% | -5.1% | -3.2% |
| 30D | +13.5% | -19.6% | +33.0% | +18.8% |
| 3M | +22.2% | +0.4% | +21.9% | +21.0% |
| 6M | +38.3% | -5.9% | +44.2% | +37.5% |
| YTD | +3.1% | -35.3% | +38.4% | +10.6% |
| 1Y | -7.6% | -42.6% | +35.0% | +1.8% |
| 3Y | +250.0% | -53.9% | +303.9% | +259.9% |
| 5Y | +113.3% | -90.3% | +203.6% | +185.0% |
| All | +301.7% | -66.7% | +368.3% | +241.9% |
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