+173.7%
XLF vs SNAP
-77.9%
+251.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | -1.0% | -5.0% | +4.0% | -0.6% |
| 30D | -1.3% | -0.7% | -0.5% | -1.3% |
| 3M | +9.1% | -5.0% | +14.2% | +9.1% |
| 6M | +14.4% | +3.5% | +10.8% | +13.0% |
| YTD | +5.1% | -34.2% | +39.3% | +7.8% |
| 1Y | +8.6% | -27.1% | +35.7% | +10.1% |
| 3Y | +74.4% | -43.5% | +117.9% | +74.2% |
| 5Y | +64.4% | -92.9% | +157.2% | +82.8% |
| All | +173.7% | -77.9% | +251.6% | +139.1% |
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