+189.8%
SAP vs SNAP
-77.7%
+267.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.6% | -0.5% |
| 7D | -2.5% | -9.8% | +7.3% | -1.6% |
| 30D | +7.5% | -18.2% | +25.7% | +9.4% |
| 3M | +11.6% | -3.1% | +14.7% | +11.5% |
| 6M | +37.6% | -7.1% | +44.8% | +37.7% |
| YTD | -2.0% | -33.8% | +31.9% | +0.8% |
| 1Y | -6.4% | -39.0% | +32.7% | -3.1% |
| 3Y | +67.7% | -52.8% | +120.5% | +71.0% |
| 5Y | +75.7% | -90.0% | +165.7% | +91.8% |
| All | +189.8% | -77.7% | +267.5% | +162.6% |
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