-79.4%
SNAP vs A
+273.0%
-352.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | -0.3% |
| 7D | -7.3% | +4.8% | -12.1% | -10.0% |
| 30D | -18.9% | +5.6% | -24.6% | -21.9% |
| 3M | -5.3% | +23.6% | -28.9% | -18.9% |
| 6M | -16.9% | +56.4% | -73.3% | -41.0% |
| YTD | -37.4% | +33.4% | -70.8% | -50.3% |
| 1Y | -38.5% | +23.7% | -62.2% | -48.5% |
| 3Y | -55.1% | +71.0% | -126.1% | -71.2% |
| 5Y | -90.8% | +16.8% | -107.6% | -92.2% |
| All | -79.4% | +273.0% | -352.4% | -92.5% |
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