-78.2%
SNAP vs A
+266.4%
-344.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +7.2% |
| 7D | -9.8% | -0.1% | -9.7% | -9.5% |
| 30D | -18.2% | +3.3% | -21.5% | -20.0% |
| 3M | -3.1% | +18.5% | -21.6% | -14.6% |
| 6M | -7.1% | +59.3% | -66.4% | -35.0% |
| YTD | -33.8% | +31.0% | -64.8% | -46.8% |
| 1Y | -39.0% | +19.3% | -58.4% | -47.6% |
| 3Y | -52.8% | +66.8% | -119.6% | -69.2% |
| 5Y | -90.0% | +15.5% | -105.5% | -91.5% |
| All | -78.2% | +266.4% | -344.5% | -91.9% |
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