+72.2%
V vs SNAP
-92.8%
+164.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.1% | -0.7% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | +2.0% | +2.6% | -0.7% | +1.7% |
| 3M | +17.4% | -9.9% | +27.2% | +17.8% |
| 6M | +17.5% | +1.9% | +15.6% | +16.4% |
| YTD | +7.6% | -32.2% | +39.8% | +9.9% |
| 1Y | +7.7% | -22.8% | +30.6% | +8.5% |
| 3Y | +54.7% | -47.6% | +102.3% | +54.1% |
| All | +72.2% | -92.8% | +164.9% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling