-78.2%
SNAP vs AG
+69.2%
-147.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.1% | +7.9% | +7.0% |
| 7D | -9.8% | -4.0% | -5.8% | -9.2% |
| 30D | -18.2% | -13.1% | -5.2% | -16.5% |
| 3M | -3.1% | -22.0% | +19.0% | +0.2% |
| 6M | -7.1% | -37.3% | +30.1% | -1.7% |
| YTD | -33.8% | -11.2% | -22.7% | -33.9% |
| 1Y | -39.0% | +23.9% | -63.0% | -42.0% |
| 3Y | -52.8% | +225.1% | -278.0% | -61.9% |
| 5Y | -90.0% | +7.7% | -97.7% | -91.1% |
| All | -78.2% | +69.2% | -147.4% | -80.8% |
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