+184.9%
XLY vs SNAP
-76.3%
+261.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.5% |
| 7D | -1.7% | +3.8% | -5.5% | -2.2% |
| 30D | -4.2% | +9.2% | -13.4% | -5.5% |
| 3M | -2.7% | +6.6% | -9.2% | -4.1% |
| 6M | -0.6% | +16.9% | -17.5% | -3.8% |
| YTD | -5.0% | -29.6% | +24.6% | -2.0% |
| 1Y | -4.1% | -22.1% | +18.0% | -2.8% |
| 3Y | +33.6% | -39.8% | +73.4% | +33.3% |
| 5Y | +28.7% | -92.4% | +121.1% | +49.7% |
| All | +184.9% | -76.3% | +261.3% | +156.3% |
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 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