+166.3%
SAP vs SNAP
-77.2%
+243.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | -0.5% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | +9.0% | +2.6% | +6.4% | +8.6% |
| 3M | +14.9% | -9.9% | +24.8% | +15.7% |
| 6M | +11.9% | +1.9% | +10.0% | +10.9% |
| YTD | -9.9% | -32.2% | +22.3% | -7.3% |
| 1Y | -19.5% | -22.8% | +3.3% | -18.5% |
| 3Y | +61.8% | -47.6% | +109.4% | +63.6% |
| 5Y | +56.2% | -92.7% | +148.9% | +74.5% |
| All | +166.3% | -77.2% | +243.5% | +141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling