-92.8%
SNAP vs AA
+10.5%
-103.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.3% |
| 7D | +0.7% | -0.7% | +1.4% | +1.0% |
| 30D | +2.6% | +5.0% | -2.4% | +0.8% |
| 3M | -9.9% | -35.8% | +25.9% | +3.0% |
| 6M | +1.9% | -18.4% | +20.3% | +6.0% |
| YTD | -32.2% | -5.5% | -26.7% | -33.5% |
| 1Y | -22.8% | +61.0% | -83.8% | -37.6% |
| 3Y | -47.6% | +66.2% | -113.8% | -60.5% |
| All | -92.8% | +10.5% | -103.3% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling