-79.4%
SNAP vs AG
+81.8%
-161.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.1% |
| 7D | -7.3% | +10.8% | -18.2% | -8.7% |
| 30D | -18.9% | -8.2% | -10.8% | -17.9% |
| 3M | -5.3% | -13.7% | +8.4% | -3.5% |
| 6M | -16.9% | -27.3% | +10.3% | -14.0% |
| YTD | -37.4% | -4.6% | -32.9% | -38.1% |
| 1Y | -38.5% | +39.4% | -77.9% | -42.4% |
| 3Y | -55.1% | +244.1% | -299.2% | -64.0% |
| 5Y | -90.8% | +16.8% | -107.6% | -91.9% |
| All | -79.4% | +81.8% | -161.1% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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