+53.4%
XOM vs SNAP
-43.9%
+97.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.7% |
| 7D | -2.4% | +1.5% | -3.9% | -2.4% |
| 30D | +5.7% | +1.9% | +3.8% | +5.7% |
| 3M | +6.6% | -3.9% | +10.5% | +6.7% |
| 6M | +7.7% | +5.2% | +2.4% | +7.8% |
| YTD | +36.2% | -32.7% | +68.9% | +37.6% |
| 1Y | +50.5% | -24.8% | +75.3% | +51.4% |
| 3Y | +53.4% | -42.2% | +95.5% | +57.2% |
| All | +53.4% | -43.9% | +97.3% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling