-50.0%
TE vs SNAP
-69.9%
+19.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.5% |
| 7D | +15.0% | -5.0% | +20.0% | +16.2% |
| 30D | -7.5% | -0.7% | -6.8% | -7.4% |
| 3M | -42.0% | -5.0% | -37.0% | -41.6% |
| 6M | -31.4% | +3.5% | -34.9% | -32.7% |
| YTD | -26.5% | -34.2% | +7.7% | -21.0% |
| 1Y | +153.1% | -27.1% | +180.2% | +165.7% |
| 3Y | -20.7% | -43.5% | +22.8% | -16.9% |
| 5Y | -45.4% | -92.9% | +47.4% | -31.7% |
| All | -50.0% | -69.9% | +19.9% | -40.2% |
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 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