+343.6%
V vs SNAP
-77.9%
+421.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | -2.9% | -5.0% | +2.1% | -2.4% |
| 30D | +1.9% | -0.7% | +2.6% | +1.8% |
| 3M | +13.2% | -5.0% | +18.2% | +13.3% |
| 6M | +16.7% | +3.5% | +13.2% | +15.2% |
| YTD | +5.4% | -34.2% | +39.6% | +8.5% |
| 1Y | +7.7% | -27.1% | +34.7% | +9.2% |
| 3Y | +52.0% | -43.5% | +95.4% | +50.8% |
| 5Y | +67.7% | -92.9% | +160.6% | +92.6% |
| All | +343.6% | -77.9% | +421.4% | +273.9% |
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