-79.6%
SNAP vs AG
+71.1%
-150.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | -0.1% |
| 7D | -10.6% | +6.0% | -16.5% | -11.3% |
| 30D | -19.7% | -13.5% | -6.2% | -18.0% |
| 3M | -6.5% | -20.7% | +14.1% | -3.7% |
| 6M | -17.8% | -31.5% | +13.8% | -14.1% |
| YTD | -38.0% | -10.1% | -27.9% | -38.2% |
| 1Y | -42.5% | +26.0% | -68.5% | -45.4% |
| 3Y | -55.8% | +228.9% | -284.7% | -64.4% |
| 5Y | -90.5% | +8.7% | -99.2% | -91.6% |
| All | -79.6% | +71.1% | -150.7% | -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