+798.3%
TER vs SNAP
-79.0%
+877.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.8% | +10.9% | +12.4% |
| 7D | -5.8% | -7.3% | +1.6% | -4.1% |
| 30D | -38.9% | -18.9% | -20.0% | -36.2% |
| 3M | -35.1% | -5.3% | -29.9% | -34.9% |
| 6M | -31.6% | -16.9% | -14.6% | -30.0% |
| YTD | +27.2% | -37.4% | +64.7% | +36.3% |
| 1Y | +35.2% | -38.5% | +73.7% | +45.3% |
| 3Y | +192.8% | -55.1% | +247.9% | +217.1% |
| 5Y | +72.4% | -90.8% | +163.2% | +122.4% |
| All | +798.3% | -79.0% | +877.2% | +708.9% |
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