+516.9%
TEAM vs SNAP
-77.4%
+594.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.8% |
| 7D | -5.7% | +1.5% | -7.2% | -6.0% |
| 30D | +18.3% | +1.9% | +16.5% | +17.3% |
| 3M | +80.2% | -3.9% | +84.1% | +81.0% |
| 6M | +111.0% | +5.2% | +105.7% | +105.7% |
| YTD | +8.8% | -32.7% | +41.5% | +18.6% |
| 1Y | +2.2% | -24.8% | +26.9% | +7.7% |
| 3Y | -14.6% | -42.2% | +27.6% | -12.0% |
| 5Y | -53.8% | -92.7% | +38.9% | -35.5% |
| All | +516.9% | -77.4% | +594.2% | +515.5% |
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