-79.4%
SNAP vs AA
+17.2%
-96.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.0% | +0.4% |
| 7D | -7.3% | +4.8% | -12.2% | -8.3% |
| 30D | -18.9% | -0.6% | -18.3% | -18.8% |
| 3M | -5.3% | -16.3% | +11.0% | -1.3% |
| 6M | -16.9% | -33.4% | +16.5% | -9.6% |
| YTD | -37.4% | -20.7% | -16.7% | -35.4% |
| 1Y | -38.5% | +12.9% | -51.4% | -42.1% |
| 3Y | -55.1% | +75.7% | -130.8% | -63.1% |
| 5Y | -90.8% | -6.8% | -84.0% | -91.6% |
| All | -79.4% | +17.2% | -96.6% | -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