-79.6%
SNAP vs ACGL
+259.3%
-338.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -10.6% | +1.3% | -11.8% | -10.9% |
| 30D | -19.7% | +14.2% | -33.9% | -23.2% |
| 3M | -6.5% | +11.1% | -17.6% | -9.8% |
| 6M | -17.8% | +16.4% | -34.1% | -22.1% |
| YTD | -38.0% | +13.8% | -51.8% | -41.3% |
| 1Y | -42.5% | +21.6% | -64.0% | -46.8% |
| 3Y | -55.8% | +33.5% | -89.4% | -61.9% |
| 5Y | -90.5% | +174.8% | -265.4% | -94.1% |
| All | -79.6% | +259.3% | -338.9% | -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