-77.8%
SNAP vs AG
+137.7%
-215.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +1.5% | +4.5% | -3.0% | +0.9% |
| 30D | +1.9% | +12.9% | -11.0% | -0.1% |
| 3M | -3.9% | +20.9% | -24.8% | -7.0% |
| 6M | +5.2% | -19.5% | +24.8% | +7.2% |
| YTD | -32.7% | +24.8% | -57.5% | -35.9% |
| 1Y | -24.8% | +120.2% | -145.0% | -34.2% |
| 3Y | -42.2% | +279.0% | -321.2% | -54.7% |
| 5Y | -92.7% | +67.9% | -160.6% | -93.9% |
| All | -77.8% | +137.7% | -215.5% | -81.4% |
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