+151.8%
TER vs SNAP
-53.8%
+205.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.1% | +3.2% |
| 7D | -20.5% | -7.1% | -13.4% | -18.7% |
| 30D | -47.0% | -14.6% | -32.4% | -44.8% |
| 3M | -43.3% | -5.0% | -38.3% | -43.2% |
| 6M | -42.9% | -18.8% | -24.1% | -40.7% |
| YTD | +12.9% | -38.5% | +51.4% | +24.8% |
| 1Y | +18.2% | -38.1% | +56.2% | +30.2% |
| 3Y | +151.8% | -53.8% | +205.6% | +155.9% |
| All | +151.8% | -53.8% | +205.6% | +155.9% |
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