-7.2%
T vs SNAP
-25.5%
+18.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.4% |
| 7D | -1.5% | +1.5% | -3.0% | -1.4% |
| 30D | +7.6% | +1.9% | +5.7% | +7.8% |
| 3M | +15.3% | -3.9% | +19.2% | +15.2% |
| 6M | -8.5% | +5.2% | -13.7% | -7.5% |
| YTD | +6.8% | -32.7% | +39.5% | +5.9% |
| 1Y | -7.2% | -24.8% | +17.6% | -8.2% |
| All | -7.2% | -25.5% | +18.3% | -8.2% |
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