-40.8%
SNAL vs SPY
+20.1%
-60.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -5.9% | -5.1% |
| 7D | -13.7% | +0.1% | -13.8% | -13.9% |
| 30D | -39.6% | +0.1% | -39.7% | -40.0% |
| 3M | -37.6% | +2.0% | -39.6% | -42.6% |
| 6M | -24.4% | +13.0% | -37.4% | -53.6% |
| YTD | -43.1% | +13.5% | -56.6% | -65.7% |
| All | -40.8% | +20.1% | -60.9% | -70.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling