-22.8%
SNAP vs ACI
-32.3%
+9.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | +0.7% | +0.2% | +0.6% | +0.7% |
| 30D | +2.6% | +5.9% | -3.3% | +2.9% |
| 3M | -9.9% | -19.8% | +9.9% | -14.6% |
| 6M | +1.9% | -24.7% | +26.6% | -5.0% |
| YTD | -32.2% | -24.4% | -7.8% | -36.6% |
| 1Y | -22.8% | -31.5% | +8.6% | -25.6% |
| All | -22.8% | -32.3% | +9.5% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling