+26.0%
V vs SNAP
-42.4%
+68.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +0.8% | -10.6% | +11.4% | +1.9% |
| 30D | +9.9% | -19.7% | +29.7% | +12.1% |
| 3M | +17.5% | -6.5% | +24.0% | +18.1% |
| 6M | +33.5% | -17.8% | +51.2% | +34.3% |
| YTD | +21.6% | -38.0% | +59.6% | +22.8% |
| All | +26.0% | -42.4% | +68.4% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling