+77.7%
SPY vs SNAP
-53.6%
+131.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.5% |
| 7D | +2.6% | +6.0% | -3.5% | +1.9% |
| 30D | -2.0% | -13.8% | +11.8% | -0.5% |
| 3M | -2.8% | -0.8% | -2.0% | -3.1% |
| 6M | +2.1% | -6.2% | +8.4% | +2.0% |
| YTD | +11.5% | -34.8% | +46.3% | +14.9% |
| 1Y | +13.5% | -38.7% | +52.2% | +17.7% |
| 3Y | +77.7% | -53.5% | +131.2% | +73.1% |
| All | +77.7% | -53.6% | +131.3% | +73.1% |
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