+134.5%
SYK vs SNAP
-77.4%
+211.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.7% | -8.1% | -8.7% |
| 7D | -12.9% | +1.5% | -14.4% | -13.0% |
| 30D | -18.5% | +1.9% | -20.3% | -18.7% |
| 3M | -8.1% | -3.9% | -4.2% | -8.2% |
| 6M | -23.8% | +5.2% | -29.0% | -24.8% |
| YTD | -20.9% | -32.7% | +11.8% | -19.0% |
| 1Y | -29.0% | -24.8% | -4.2% | -28.2% |
| 3Y | -1.7% | -42.2% | +40.5% | -2.4% |
| 5Y | +4.0% | -92.7% | +96.6% | +17.1% |
| All | +134.5% | -77.4% | +211.8% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling