+437.3%
TEAM vs SNAP
-79.3%
+516.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.6% | -13.6% | -15.5% |
| 7D | -19.8% | -7.1% | -12.7% | -18.5% |
| 30D | -21.5% | -14.6% | -6.9% | -18.4% |
| 3M | +39.5% | -5.0% | +44.5% | +40.7% |
| 6M | +73.1% | -18.8% | +91.9% | +80.7% |
| YTD | -5.2% | -38.5% | +33.3% | +5.5% |
| 1Y | -1.6% | -38.1% | +36.5% | +9.2% |
| 3Y | -11.4% | -53.8% | +42.3% | -3.6% |
| 5Y | -65.1% | -90.7% | +25.6% | -52.4% |
| All | +437.3% | -79.3% | +516.7% | +447.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling