+68.5%
UBER vs SNAP
-54.2%
+122.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +5.2% | -10.6% | +15.7% | +8.2% |
| 30D | -2.0% | -19.7% | +17.7% | +3.5% |
| 3M | -10.2% | -6.5% | -3.7% | -9.5% |
| 6M | -7.2% | -17.8% | +10.6% | -3.9% |
| YTD | -14.3% | -38.0% | +23.8% | -5.5% |
| 1Y | -25.6% | -42.5% | +16.9% | -16.4% |
| 3Y | +35.8% | -55.8% | +91.6% | +46.7% |
| 5Y | +61.5% | -90.5% | +152.0% | +135.9% |
| All | +68.5% | -54.2% | +122.7% | -3.2% |
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 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