-9.8%
T vs SNAP
-41.6%
+31.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | -0.5% |
| 7D | +1.6% | +2.6% | -0.9% | +1.8% |
| 30D | -2.9% | -19.6% | +16.6% | -4.1% |
| 3M | -7.5% | +0.4% | -7.9% | -7.2% |
| 6M | -9.9% | -5.9% | -4.0% | -9.8% |
| YTD | -6.4% | -35.3% | +28.9% | -8.8% |
| All | -9.8% | -41.6% | +31.9% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling