+167.1%
W vs SNAP
-77.2%
+244.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.0% | +6.6% | +3.9% |
| 7D | -4.2% | +0.7% | -4.9% | -4.5% |
| 30D | -7.6% | +2.6% | -10.2% | -8.9% |
| 3M | +37.2% | -9.9% | +47.0% | +41.8% |
| 6M | +26.3% | +1.9% | +24.5% | +24.2% |
| YTD | -1.0% | -32.2% | +31.2% | +10.8% |
| 1Y | +20.1% | -22.8% | +42.9% | +27.1% |
| 3Y | +37.8% | -47.6% | +85.4% | +54.5% |
| 5Y | -63.7% | -92.7% | +29.1% | -41.1% |
| All | +167.1% | -77.2% | +244.3% | +169.7% |
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