+54.1%
T vs SNAP
-77.9%
+132.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.7% |
| 7D | -3.1% | -5.0% | +1.9% | -3.0% |
| 30D | +4.6% | -0.7% | +5.3% | +4.6% |
| 3M | +12.2% | -5.0% | +17.2% | +12.2% |
| 6M | -6.5% | +3.5% | -10.0% | -6.8% |
| YTD | +4.9% | -34.2% | +39.1% | +5.8% |
| 1Y | -10.5% | -27.1% | +16.6% | -10.1% |
| 3Y | +104.6% | -43.5% | +148.0% | +103.7% |
| 5Y | +64.2% | -92.9% | +157.1% | +71.0% |
| All | +54.1% | -77.9% | +132.0% | +39.8% |
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