+3.7%
U vs SNAP
-24.3%
+28.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +0.9% |
| 7D | -3.8% | +0.7% | -4.5% | -4.3% |
| 30D | +17.5% | +2.6% | +14.8% | +14.5% |
| 3M | +38.7% | -9.9% | +48.6% | +42.9% |
| 6M | +104.4% | +1.9% | +102.6% | +96.9% |
| YTD | -5.7% | -32.2% | +26.5% | +10.3% |
| 1Y | +3.7% | -22.8% | +26.5% | +16.9% |
| All | +3.7% | -24.3% | +28.0% | +16.9% |
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 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