-5.9%
SAP vs SNAP
-22.3%
+16.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.9% | -1.7% | +3.0% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | +15.5% | +5.5% | +10.0% | +13.9% |
| 3M | +22.8% | +2.2% | +20.5% | +21.3% |
| 6M | +42.5% | -4.1% | +46.5% | +40.3% |
| YTD | +0.5% | -26.6% | +27.2% | +1.3% |
| 1Y | -5.9% | -20.7% | +14.8% | -5.0% |
| All | -5.9% | -22.3% | +16.4% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling