+213.9%
W vs SNAP
-79.0%
+292.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +4.0% |
| 7D | +3.3% | -7.3% | +10.6% | +6.1% |
| 30D | +10.5% | -18.9% | +29.5% | +18.6% |
| 3M | +9.6% | -5.3% | +14.9% | +10.7% |
| 6M | +76.4% | -16.9% | +93.3% | +86.7% |
| YTD | +16.4% | -37.4% | +53.8% | +33.4% |
| 1Y | +9.3% | -38.5% | +47.8% | +25.6% |
| 3Y | +172.8% | -55.1% | +227.9% | +221.0% |
| 5Y | -53.4% | -90.8% | +37.4% | -26.4% |
| All | +213.9% | -79.0% | +292.9% | +224.6% |
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