-79.7%
SNAP vs AA
+10.8%
-90.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -3.3% |
| 7D | -7.1% | +0.9% | -8.0% | -7.2% |
| 30D | -14.6% | -6.7% | -8.0% | -13.1% |
| 3M | -5.0% | -16.3% | +11.4% | -0.9% |
| 6M | -18.8% | -37.1% | +18.3% | -10.3% |
| YTD | -38.5% | -25.0% | -13.5% | -35.6% |
| 1Y | -38.1% | +8.6% | -46.7% | -41.2% |
| 3Y | -53.8% | +57.2% | -111.0% | -61.0% |
| 5Y | -90.7% | -13.0% | -77.6% | -91.4% |
| All | -79.7% | +10.8% | -90.6% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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