+200.1%
W vs SNAP
-79.3%
+279.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.1% | -0.6% |
| 7D | -3.6% | -7.1% | +3.5% | -1.1% |
| 30D | +7.0% | -14.6% | +21.6% | +12.7% |
| 3M | +7.4% | -5.0% | +12.4% | +8.2% |
| 6M | +69.3% | -18.8% | +88.1% | +80.5% |
| YTD | +11.3% | -38.5% | +49.8% | +28.3% |
| 1Y | +13.2% | -38.1% | +51.3% | +29.9% |
| 3Y | +142.0% | -53.8% | +195.8% | +182.3% |
| 5Y | -54.6% | -90.7% | +36.1% | -28.4% |
| All | +200.1% | -79.3% | +279.5% | +212.3% |
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 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