-48.3%
SNAP vs ADVB
-97.5%
+49.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -2.7% |
| 7D | -7.1% | -13.9% | +6.8% | -6.8% |
| 30D | -14.6% | -68.1% | +53.5% | -12.5% |
| 3M | -5.0% | -73.4% | +68.4% | -2.4% |
| 6M | -18.8% | -70.8% | +52.0% | -19.2% |
| YTD | -38.5% | -66.1% | +27.6% | -40.9% |
| 1Y | -38.1% | -77.5% | +39.4% | -38.1% |
| All | -48.3% | -97.5% | +49.2% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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