+271.6%
SPY vs SNAP
-77.9%
+349.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | -0.4% | -5.0% | +4.6% | +0.1% |
| 30D | -1.4% | -0.7% | -0.6% | -1.5% |
| 3M | +3.7% | -5.0% | +8.7% | +3.7% |
| 6M | +13.0% | +3.5% | +9.5% | +11.6% |
| YTD | +12.4% | -34.2% | +46.6% | +15.8% |
| 1Y | +18.5% | -27.1% | +45.6% | +20.5% |
| 3Y | +77.6% | -43.5% | +121.1% | +78.1% |
| 5Y | +81.7% | -92.9% | +174.6% | +105.0% |
| All | +271.6% | -77.9% | +349.4% | +234.0% |
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