+394.6%
XYZ vs SNAP
-78.8%
+473.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -14.0% | +9.9% | +0.4% |
| 7D | +9.2% | -10.4% | +19.6% | +13.0% |
| 30D | +9.8% | -11.9% | +21.7% | +13.9% |
| 3M | -0.2% | -4.5% | +4.3% | +0.4% |
| 6M | +18.0% | -16.7% | +34.6% | +22.6% |
| YTD | +29.1% | -36.9% | +66.0% | +45.2% |
| 1Y | +14.1% | -30.3% | +44.4% | +23.3% |
| 3Y | +72.6% | -52.5% | +125.2% | +85.0% |
| 5Y | -64.6% | -90.4% | +25.8% | -45.3% |
| All | +394.6% | -78.8% | +473.4% | +388.7% |
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