+14.7%
XLF vs SNAP
-22.3%
+37.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.9% | -2.4% | +3.0% |
| 7D | +5.5% | -0.7% | +6.1% | +5.5% |
| 30D | +9.9% | +5.5% | +4.3% | +9.2% |
| 3M | +2.6% | +2.2% | +0.4% | +2.1% |
| 6M | +15.6% | -4.1% | +19.6% | +15.1% |
| YTD | +9.4% | -26.6% | +36.1% | +9.5% |
| 1Y | +14.7% | -20.7% | +35.5% | +14.0% |
| All | +14.7% | -22.3% | +37.0% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling