-66.4%
SNAG vs SPY
+13.4%
-79.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -2.7% |
| 7D | -11.0% | -0.4% | -10.6% | -9.2% |
| 30D | -5.7% | -1.4% | -4.3% | +1.1% |
| 3M | -21.2% | +3.7% | -24.9% | -30.3% |
| 6M | -18.0% | +13.0% | -31.0% | -54.0% |
| YTD | -69.8% | +12.4% | -82.2% | -81.5% |
| All | -66.4% | +13.4% | -79.8% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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