+99.1%
V vs SNAP
-90.7%
+189.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.2% |
| 7D | +2.2% | -7.1% | +9.3% | +2.8% |
| 30D | +13.6% | -14.6% | +28.2% | +14.9% |
| 3M | +14.3% | -5.0% | +19.3% | +14.5% |
| 6M | +33.1% | -18.8% | +51.9% | +34.5% |
| YTD | +21.2% | -38.5% | +59.8% | +24.6% |
| 1Y | +26.4% | -38.1% | +64.5% | +29.7% |
| 3Y | +77.6% | -53.8% | +131.4% | +78.8% |
| All | +99.1% | -90.7% | +189.8% | +135.3% |
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