+111.7%
SPOT vs SNAP
-92.9%
+204.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -2.9% | +1.5% | -4.3% | -3.2% |
| 30D | +8.3% | +1.9% | +6.4% | +7.6% |
| 3M | +5.1% | -3.9% | +9.0% | +4.9% |
| 6M | -6.5% | +5.2% | -11.7% | -9.6% |
| YTD | -9.0% | -32.7% | +23.7% | -2.4% |
| 1Y | -26.4% | -24.8% | -1.6% | -23.8% |
| 3Y | +240.0% | -42.2% | +282.2% | +225.4% |
| 5Y | +111.7% | -92.7% | +204.4% | +191.9% |
| All | +111.7% | -92.9% | +204.6% | +191.9% |
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 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