+35.9%
T vs SNAP
-79.2%
+115.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +2.6% | -10.6% | +13.1% | +2.8% |
| 30D | -1.1% | -19.7% | +18.7% | -0.6% |
| 3M | -7.7% | -6.5% | -1.2% | -7.7% |
| 6M | -10.6% | -17.8% | +7.1% | -10.4% |
| YTD | -7.5% | -38.0% | +30.6% | -6.6% |
| 1Y | -7.4% | -42.5% | +35.0% | -6.4% |
| 3Y | +63.1% | -55.8% | +118.9% | +63.7% |
| 5Y | +55.2% | -90.5% | +145.7% | +59.8% |
| All | +35.9% | -79.2% | +115.1% | +23.4% |
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