+433.0%
TEAM vs SNAP
-77.7%
+510.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.8% | -4.2% | +0.8% |
| 7D | -19.7% | -9.8% | -9.9% | -17.7% |
| 30D | -26.6% | -18.2% | -8.4% | -22.8% |
| 3M | -1.1% | -3.1% | +2.0% | -0.9% |
| 6M | +74.6% | -7.1% | +81.7% | +76.2% |
| YTD | -6.0% | -33.8% | +27.8% | +2.6% |
| 1Y | -3.2% | -39.0% | +35.8% | +7.6% |
| 3Y | -13.5% | -52.8% | +39.3% | -6.4% |
| 5Y | -65.5% | -90.0% | +24.5% | -53.8% |
| All | +433.0% | -77.7% | +510.8% | +432.8% |
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