-79.6%
SNAP vs ALL
+288.8%
-368.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.9% |
| 7D | -10.6% | -0.1% | -10.4% | -10.5% |
| 30D | -19.7% | +13.8% | -33.6% | -23.1% |
| 3M | -6.5% | -2.8% | -3.8% | -5.9% |
| 6M | -17.8% | +23.7% | -41.4% | -24.0% |
| YTD | -38.0% | +27.3% | -65.3% | -43.7% |
| 1Y | -42.5% | +30.5% | -73.0% | -48.3% |
| 3Y | -55.8% | +113.0% | -168.8% | -68.5% |
| 5Y | -90.5% | +157.6% | -248.1% | -94.0% |
| All | -79.6% | +288.8% | -368.4% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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