+183.7%
XLY vs SNAP
-77.9%
+261.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.0% |
| 7D | -2.1% | -5.0% | +2.9% | -1.4% |
| 30D | -6.0% | -0.7% | -5.3% | -6.1% |
| 3M | -2.7% | -5.0% | +2.3% | -2.7% |
| 6M | -1.5% | +3.5% | -5.0% | -3.1% |
| YTD | -5.4% | -34.2% | +28.8% | -1.5% |
| 1Y | -3.8% | -27.1% | +23.2% | -1.6% |
| 3Y | +36.6% | -43.5% | +80.0% | +37.5% |
| 5Y | +27.4% | -92.9% | +120.2% | +49.5% |
| All | +183.7% | -77.9% | +261.5% | +157.5% |
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