+65.5%
XLF vs SNAP
-92.9%
+158.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.3% |
| 7D | +0.2% | +1.5% | -1.3% | 0.0% |
| 30D | -0.5% | +1.9% | -2.4% | -0.8% |
| 3M | +10.6% | -3.9% | +14.5% | +10.5% |
| 6M | +14.3% | +5.2% | +9.1% | +12.9% |
| YTD | +5.5% | -32.7% | +38.2% | +7.9% |
| 1Y | +9.6% | -24.8% | +34.4% | +10.7% |
| 3Y | +75.2% | -42.2% | +117.3% | +74.2% |
| 5Y | +65.5% | -92.7% | +158.2% | +74.2% |
| All | +65.5% | -92.9% | +158.4% | +74.2% |
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