+269.9%
SPY vs SNAP
-78.3%
+348.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | -0.1% |
| 7D | +3.3% | +2.6% | +0.7% | +3.0% |
| 30D | -2.7% | -19.6% | +16.9% | -0.7% |
| 3M | -1.7% | +0.4% | -2.1% | -2.2% |
| 6M | +3.1% | -5.9% | +9.0% | +2.9% |
| YTD | +11.9% | -35.3% | +47.2% | +15.2% |
| 1Y | +12.0% | -42.6% | +54.6% | +16.5% |
| 3Y | +78.2% | -53.9% | +132.1% | +82.0% |
| 5Y | +73.2% | -90.3% | +163.5% | +90.5% |
| All | +269.9% | -78.3% | +348.2% | +232.3% |
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