+8.0%
U vs SNAP
-46.7%
+54.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +0.5% |
| 7D | -3.8% | +0.7% | -4.5% | -4.2% |
| 30D | +17.5% | +2.6% | +14.8% | +15.4% |
| 3M | +38.7% | -9.9% | +48.6% | +41.9% |
| 6M | +104.4% | +1.9% | +102.6% | +98.3% |
| YTD | -5.7% | -32.2% | +26.5% | +5.7% |
| 1Y | +3.7% | -22.8% | +26.5% | +10.9% |
| All | +8.0% | -46.7% | +54.7% | +5.0% |
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