+415.0%
V vs SNAP
-78.1%
+493.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +0.9% | +6.0% | -5.1% | +0.3% |
| 30D | +9.0% | -13.8% | +22.7% | +10.4% |
| 3M | +16.7% | -0.8% | +17.5% | +16.4% |
| 6M | +33.4% | -6.2% | +39.7% | +33.2% |
| YTD | +22.4% | -34.8% | +57.2% | +25.7% |
| 1Y | +27.7% | -38.7% | +66.4% | +31.9% |
| 3Y | +78.0% | -53.5% | +131.4% | +80.2% |
| 5Y | +108.5% | -90.2% | +198.7% | +131.6% |
| All | +415.0% | -78.1% | +493.1% | +333.4% |
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