-79.2%
SNAP vs ACWI
+188.5%
-267.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.8% | -10.2% | -7.8% |
| 7D | -10.4% | -4.0% | -6.4% | -3.4% |
| 30D | -11.9% | -5.8% | -6.1% | -2.1% |
| 3M | -4.5% | -5.0% | +0.5% | +4.8% |
| 6M | -16.7% | +0.7% | -17.4% | -16.7% |
| YTD | -36.9% | +8.4% | -45.4% | -43.3% |
| 1Y | -30.3% | +10.1% | -40.4% | -38.9% |
| 3Y | -52.5% | +70.8% | -123.3% | -78.2% |
| 5Y | -90.4% | +55.4% | -145.8% | -94.6% |
| All | -79.2% | +188.5% | -267.7% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling