-79.7%
SNAP vs ACGL
+253.2%
-333.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -1.6% |
| 7D | -7.1% | +0.9% | -8.0% | -7.3% |
| 30D | -14.6% | +13.7% | -28.4% | -18.2% |
| 3M | -5.0% | +8.0% | -13.0% | -7.5% |
| 6M | -18.8% | +13.3% | -32.1% | -22.5% |
| YTD | -38.5% | +11.8% | -50.4% | -41.4% |
| 1Y | -38.1% | +22.2% | -60.3% | -42.9% |
| 3Y | -53.8% | +32.5% | -86.3% | -60.0% |
| 5Y | -90.7% | +160.2% | -250.9% | -94.1% |
| All | -79.7% | +253.2% | -333.0% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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