-90.7%
SNAP vs AFRM
-25.1%
-65.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.3% | -1.8% |
| 7D | -7.1% | -7.3% | +0.2% | -4.5% |
| 30D | -14.6% | -9.6% | -5.1% | -11.6% |
| 3M | -5.0% | -11.1% | +6.1% | -1.2% |
| 6M | -18.8% | +3.9% | -22.7% | -20.5% |
| YTD | -38.5% | -8.5% | -30.0% | -37.7% |
| 1Y | -38.1% | +3.3% | -41.3% | -40.0% |
| 3Y | -53.8% | +213.7% | -267.5% | -73.8% |
| 5Y | -90.7% | -58.5% | -32.1% | -93.4% |
| All | -90.7% | -25.1% | -65.6% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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