+441.6%
TEAM vs SNAP
-79.0%
+520.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.3% |
| 7D | -17.2% | -7.3% | -9.9% | -15.7% |
| 30D | -25.1% | -18.9% | -6.2% | -21.0% |
| 3M | +3.9% | -5.3% | +9.2% | +4.7% |
| 6M | +69.1% | -16.9% | +86.0% | +75.6% |
| YTD | -4.5% | -37.4% | +33.0% | +5.8% |
| 1Y | -1.9% | -38.5% | +36.6% | +9.0% |
| 3Y | -9.3% | -55.1% | +45.7% | -0.6% |
| 5Y | -65.2% | -90.8% | +25.6% | -52.5% |
| All | +441.6% | -79.0% | +520.6% | +449.3% |
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