+70.8%
SAP vs SNAP
-90.7%
+161.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.6% | -3.8% |
| 7D | -0.7% | -7.1% | +6.4% | 0.0% |
| 30D | +11.1% | -14.6% | +25.7% | +12.8% |
| 3M | +17.0% | -5.0% | +22.0% | +17.2% |
| 6M | +34.8% | -18.8% | +53.7% | +36.8% |
| YTD | -2.2% | -38.5% | +36.3% | +1.5% |
| 1Y | -6.4% | -38.1% | +31.6% | -3.0% |
| 3Y | +75.1% | -53.8% | +128.9% | +78.8% |
| All | +70.8% | -90.7% | +161.5% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling