-19.0%
SAP vs SNAP
-25.0%
+5.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | 0.0% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | +9.0% | +2.6% | +6.4% | +8.1% |
| 3M | +14.9% | -9.9% | +24.8% | +15.6% |
| 6M | +11.9% | +1.9% | +10.0% | +9.4% |
| YTD | -9.9% | -32.2% | +22.3% | -6.3% |
| All | -19.0% | -25.0% | +5.9% | -16.0% |
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