-92.8%
SNAP vs A
-12.8%
-80.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.5% |
| 7D | +0.7% | -1.9% | +2.7% | +2.2% |
| 30D | +2.6% | +6.9% | -4.3% | -2.6% |
| 3M | -9.9% | +9.2% | -19.1% | -16.1% |
| 6M | +1.9% | +25.7% | -23.8% | -16.3% |
| YTD | -32.2% | +11.5% | -43.8% | -38.8% |
| 1Y | -22.8% | +18.4% | -41.2% | -34.3% |
| 3Y | -47.6% | +26.6% | -74.2% | -59.5% |
| All | -92.8% | -12.8% | -80.0% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling