+35.1%
T vs SNAP
-79.0%
+114.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.7% |
| 7D | +1.7% | -7.3% | +9.0% | +1.8% |
| 30D | -1.7% | -18.9% | +17.2% | -1.3% |
| 3M | -7.3% | -5.3% | -2.1% | -7.3% |
| 6M | -11.2% | -16.9% | +5.7% | -11.0% |
| YTD | -8.1% | -37.4% | +29.4% | -7.2% |
| 1Y | -8.0% | -38.5% | +30.5% | -7.2% |
| 3Y | +62.1% | -55.1% | +117.2% | +62.7% |
| 5Y | +55.7% | -90.8% | +146.5% | +60.6% |
| All | +35.1% | -79.0% | +114.0% | +22.6% |
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