+33.9%
TER vs SNAP
-39.3%
+73.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.8% | +10.9% | +12.4% |
| 7D | -5.8% | -7.3% | +1.6% | -3.9% |
| 30D | -38.9% | -18.9% | -20.0% | -36.7% |
| 3M | -35.1% | -5.3% | -29.9% | -34.6% |
| 6M | -31.6% | -16.9% | -14.6% | -28.2% |
| YTD | +27.2% | -37.4% | +64.7% | +41.6% |
| All | +33.9% | -39.3% | +73.2% | +58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling