-79.6%
SNAP vs ACWI
+194.5%
-274.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.2% |
| 7D | -10.6% | -0.2% | -10.4% | -9.7% |
| 30D | -19.7% | -3.3% | -16.5% | -14.6% |
| 3M | -6.5% | -3.4% | -3.1% | -0.3% |
| 6M | -17.8% | +0.8% | -18.6% | -17.9% |
| YTD | -38.0% | +10.7% | -48.7% | -46.2% |
| 1Y | -42.5% | +11.6% | -54.1% | -50.7% |
| 3Y | -55.8% | +73.4% | -129.2% | -80.2% |
| 5Y | -90.5% | +60.2% | -150.7% | -94.9% |
| All | -79.6% | +194.5% | -274.1% | -94.5% |
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