+178.7%
XLF vs SNAP
-77.2%
+255.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.4% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | +0.2% | +2.6% | -2.5% | -0.2% |
| 3M | +11.7% | -9.9% | +21.6% | +12.2% |
| 6M | +13.8% | +1.9% | +11.9% | +12.6% |
| YTD | +7.0% | -32.2% | +39.2% | +9.5% |
| 1Y | +9.1% | -22.8% | +32.0% | +10.1% |
| 3Y | +75.6% | -47.6% | +123.2% | +76.4% |
| 5Y | +66.4% | -92.7% | +159.1% | +84.7% |
| All | +178.7% | -77.2% | +255.9% | +142.8% |
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