-79.7%
SNAP vs ACWI
+188.4%
-268.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.5% |
| 7D | -7.1% | -2.4% | -4.8% | -2.7% |
| 30D | -14.6% | -5.2% | -9.4% | -6.1% |
| 3M | -5.0% | -4.8% | -0.2% | +3.9% |
| 6M | -18.8% | -1.3% | -17.5% | -16.0% |
| YTD | -38.5% | +8.4% | -46.9% | -44.7% |
| 1Y | -38.1% | +11.0% | -49.1% | -46.3% |
| 3Y | -53.8% | +70.6% | -124.3% | -78.7% |
| 5Y | -90.7% | +55.3% | -146.0% | -94.7% |
| All | -79.7% | +188.4% | -268.1% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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