+387.1%
XYZ vs SNAP
-77.2%
+464.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.6% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | -1.7% | +2.6% | -4.3% | -2.9% |
| 3M | +16.7% | -9.9% | +26.6% | +19.2% |
| 6M | +26.9% | +1.9% | +25.0% | +23.1% |
| YTD | +27.1% | -32.2% | +59.4% | +40.5% |
| 1Y | +9.3% | -22.8% | +32.1% | +14.6% |
| 3Y | +42.3% | -47.6% | +89.9% | +48.2% |
| 5Y | -69.3% | -92.7% | +23.4% | -49.4% |
| All | +387.1% | -77.2% | +464.3% | +372.8% |
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