+37.4%
T vs SNAP
-78.1%
+115.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +2.5% | +6.0% | -3.5% | +2.4% |
| 30D | -3.8% | -13.8% | +10.0% | -3.5% |
| 3M | -8.7% | -0.8% | -8.0% | -8.8% |
| 6M | -8.1% | -6.2% | -1.9% | -8.2% |
| YTD | -6.4% | -34.8% | +28.4% | -5.7% |
| 1Y | -9.8% | -38.7% | +28.9% | -8.9% |
| 3Y | +65.5% | -53.5% | +118.9% | +65.9% |
| 5Y | +57.0% | -90.2% | +147.2% | +61.5% |
| All | +37.4% | -78.1% | +115.5% | +24.6% |
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