+71.0%
UBER vs SNAP
-51.4%
+122.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.2% |
| 7D | -7.0% | -5.0% | -2.0% | -5.7% |
| 30D | -8.9% | -0.7% | -8.2% | -9.0% |
| 3M | +1.0% | -5.0% | +6.0% | +1.5% |
| 6M | -3.7% | +3.5% | -7.2% | -6.6% |
| YTD | -13.0% | -34.2% | +21.2% | -5.0% |
| 1Y | -25.5% | -27.1% | +1.5% | -21.6% |
| 3Y | +50.5% | -43.5% | +93.9% | +52.1% |
| 5Y | +76.2% | -92.9% | +169.0% | +179.9% |
| All | +71.0% | -51.4% | +122.4% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling