+238.5%
TER vs SNAP
-46.7%
+285.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.0% | +9.5% | +6.5% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | -8.3% | +2.6% | -10.9% | -9.5% |
| 3M | -12.2% | -9.9% | -2.3% | -10.7% |
| 6M | +17.1% | +1.9% | +15.2% | +13.6% |
| YTD | +84.7% | -32.2% | +116.9% | +99.6% |
| 1Y | +199.9% | -22.8% | +222.8% | +210.9% |
| All | +238.5% | -46.7% | +285.2% | +239.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling