+75.0%
SPY vs SNAP
-53.8%
+128.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.6% |
| 7D | -2.7% | -7.1% | +4.4% | -1.9% |
| 30D | -5.4% | -14.6% | +9.2% | -3.9% |
| 3M | -4.1% | -5.0% | +0.9% | -3.9% |
| 6M | +0.7% | -18.8% | +19.5% | +2.2% |
| YTD | +8.7% | -38.5% | +47.2% | +12.8% |
| 1Y | +10.9% | -38.1% | +49.0% | +14.9% |
| 3Y | +75.0% | -53.8% | +128.8% | +69.3% |
| All | +75.0% | -53.8% | +128.8% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling