-73.3%
U vs SNAP
-90.3%
+17.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.5% | +4.9% |
| 7D | +2.6% | +6.0% | -3.5% | -0.4% |
| 30D | +27.6% | -13.8% | +41.3% | +34.2% |
| 3M | +15.3% | -0.8% | +16.1% | +12.3% |
| 6M | +96.4% | -6.2% | +102.6% | +93.5% |
| YTD | +19.6% | -34.8% | +54.4% | +39.8% |
| 1Y | +42.1% | -38.7% | +80.8% | +70.5% |
| 3Y | +87.5% | -53.5% | +141.0% | +107.9% |
| All | -73.3% | -90.3% | +17.0% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling