+5.8%
TSLA vs SNAP
-26.7%
+32.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | +3.0% | -5.0% | +8.0% | +4.3% |
| 30D | +11.2% | -0.7% | +11.9% | +11.1% |
| 3M | -7.3% | -5.0% | -2.3% | -7.0% |
| 6M | -7.7% | +3.5% | -11.3% | -10.3% |
| YTD | -18.2% | -34.2% | +16.0% | -16.6% |
| All | +5.8% | -26.7% | +32.4% | +11.7% |
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