+410.2%
V vs SNAP
-78.8%
+489.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.0% | +10.8% | -1.8% |
| 7D | +2.9% | -10.4% | +13.3% | +3.9% |
| 30D | +14.0% | -11.9% | +26.0% | +15.2% |
| 3M | +14.9% | -4.5% | +19.4% | +15.0% |
| 6M | +31.7% | -16.7% | +48.4% | +33.0% |
| YTD | +21.2% | -36.9% | +58.1% | +25.0% |
| 1Y | +25.3% | -30.3% | +55.5% | +27.7% |
| 3Y | +77.5% | -52.5% | +130.0% | +79.3% |
| 5Y | +102.6% | -90.4% | +193.0% | +125.5% |
| All | +410.2% | -78.8% | +489.0% | +330.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling