-78.5%
SNAP vs ACWI
+195.5%
-274.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +1.2% |
| 7D | +6.0% | +2.4% | +3.6% | +2.0% |
| 30D | -13.8% | -1.7% | -12.1% | -10.6% |
| 3M | -0.8% | -3.9% | +3.2% | +7.0% |
| 6M | -6.2% | +0.8% | -7.0% | -6.3% |
| YTD | -34.8% | +11.0% | -45.9% | -43.6% |
| 1Y | -38.7% | +13.1% | -51.8% | -48.5% |
| 3Y | -53.5% | +73.9% | -127.3% | -79.2% |
| 5Y | -90.2% | +59.0% | -149.2% | -94.7% |
| All | -78.5% | +195.5% | -274.0% | -94.3% |
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