+129.0%
SYK vs SNAP
-77.0%
+206.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -5.9% | -2.3% |
| 7D | -12.3% | -3.2% | -9.2% | -12.1% |
| 30D | -22.4% | +0.2% | -22.6% | -22.5% |
| 3M | -12.3% | +2.6% | -14.9% | -12.9% |
| 6M | -24.3% | +12.4% | -36.7% | -25.8% |
| YTD | -22.8% | -31.6% | +8.8% | -21.0% |
| 1Y | -28.8% | -21.7% | -7.1% | -28.3% |
| 3Y | -4.0% | -41.2% | +37.2% | -4.8% |
| 5Y | +3.8% | -92.6% | +96.4% | +16.9% |
| All | +129.0% | -77.0% | +206.0% | +96.6% |
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