+1,203.7%
TER vs SNAP
-77.2%
+1,280.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.0% | +9.5% | +6.3% |
| 7D | +0.6% | +0.7% | -0.1% | +0.4% |
| 30D | -8.3% | +2.6% | -10.9% | -9.2% |
| 3M | -12.2% | -9.9% | -2.3% | -11.2% |
| 6M | +17.1% | +1.9% | +15.2% | +14.4% |
| YTD | +84.7% | -32.2% | +116.9% | +95.2% |
| 1Y | +199.9% | -22.8% | +222.8% | +207.7% |
| 3Y | +232.8% | -47.6% | +280.4% | +249.5% |
| 5Y | +198.6% | -92.7% | +291.3% | +299.5% |
| All | +1,203.7% | -77.2% | +1,280.9% | +1,058.6% |
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