+403.1%
XYZ vs SNAP
-79.3%
+482.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.5% |
| 7D | +12.1% | -7.1% | +19.3% | +14.7% |
| 30D | +12.4% | -14.6% | +27.0% | +17.7% |
| 3M | +8.2% | -5.0% | +13.2% | +8.9% |
| 6M | +20.7% | -18.8% | +39.5% | +26.5% |
| YTD | +31.3% | -38.5% | +69.9% | +48.9% |
| 1Y | +20.5% | -38.1% | +58.6% | +35.7% |
| 3Y | +72.6% | -53.8% | +126.4% | +86.5% |
| 5Y | -64.0% | -90.7% | +26.7% | -43.9% |
| All | +403.1% | -79.3% | +482.5% | +401.1% |
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