-78.5%
SNAP vs A
+260.2%
-338.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.4% |
| 7D | +6.0% | -0.5% | +6.5% | +6.3% |
| 30D | -13.8% | 0.0% | -13.7% | -13.6% |
| 3M | -0.8% | +16.7% | -17.5% | -11.6% |
| 6M | -6.2% | +54.8% | -61.1% | -33.0% |
| YTD | -34.8% | +28.8% | -63.6% | -47.0% |
| 1Y | -38.7% | +19.3% | -58.0% | -47.4% |
| 3Y | -53.5% | +65.5% | -119.0% | -69.5% |
| 5Y | -90.2% | +12.1% | -102.3% | -91.5% |
| All | -78.5% | +260.2% | -338.7% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling