-56.8%
W vs SNAP
-90.3%
+33.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.3% | -1.6% |
| 7D | -1.7% | +2.6% | -4.2% | -2.8% |
| 30D | +3.2% | -19.6% | +22.8% | +13.5% |
| 3M | +8.3% | +0.4% | +7.9% | +6.6% |
| 6M | +84.3% | -5.9% | +90.2% | +86.8% |
| YTD | +11.0% | -35.3% | +46.3% | +29.9% |
| 1Y | -0.2% | -42.6% | +42.4% | +22.6% |
| 3Y | +157.9% | -53.9% | +211.8% | +203.4% |
| 5Y | -56.8% | -90.3% | +33.5% | -13.2% |
| All | -56.8% | -90.3% | +33.5% | -13.2% |
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