+75.7%
SAP vs SNAP
-90.0%
+165.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.6% | -0.6% |
| 7D | -2.5% | -9.8% | +7.3% | -1.5% |
| 30D | +7.5% | -18.2% | +25.7% | +9.6% |
| 3M | +11.6% | -3.1% | +14.7% | +11.5% |
| 6M | +37.6% | -7.1% | +44.8% | +37.6% |
| YTD | -2.0% | -33.8% | +31.9% | +0.9% |
| 1Y | -6.4% | -39.0% | +32.7% | -2.9% |
| 3Y | +67.7% | -52.8% | +120.5% | +70.6% |
| 5Y | +75.7% | -90.0% | +165.7% | +102.6% |
| All | +75.7% | -90.0% | +165.7% | +102.6% |
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 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