-68.4%
U vs SNAP
-90.7%
+22.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.1% | +6.7% |
| 7D | +36.6% | -7.1% | +43.7% | +39.0% |
| 30D | +13.3% | -14.6% | +27.9% | +20.1% |
| 3M | +26.2% | -5.0% | +31.2% | +25.4% |
| 6M | +88.7% | -18.8% | +107.6% | +99.5% |
| YTD | +16.6% | -38.5% | +55.1% | +40.3% |
| 1Y | +29.0% | -38.1% | +67.0% | +54.3% |
| 3Y | +99.5% | -53.8% | +153.3% | +121.4% |
| All | -68.4% | -90.7% | +22.3% | -22.0% |
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 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