-90.3%
SNAP vs A
+12.3%
-102.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -0.7% |
| 7D | +2.6% | +0.7% | +1.8% | +1.9% |
| 30D | -19.6% | +0.8% | -20.4% | -20.0% |
| 3M | +0.4% | +16.9% | -16.5% | -10.9% |
| 6M | -5.9% | +53.8% | -59.7% | -33.2% |
| YTD | -35.3% | +28.1% | -63.4% | -47.3% |
| 1Y | -42.6% | +15.0% | -57.6% | -49.1% |
| 3Y | -53.9% | +63.1% | -117.0% | -70.8% |
| 5Y | -90.3% | +11.5% | -101.7% | -91.9% |
| All | -90.3% | +12.3% | -102.5% | -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 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