-78.5%
SNAP vs ALL
+298.6%
-377.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +6.0% | +5.0% | +1.0% | +4.3% |
| 30D | -13.8% | +13.3% | -27.1% | -17.3% |
| 3M | -0.8% | +3.2% | -3.9% | -1.9% |
| 6M | -6.2% | +25.3% | -31.6% | -13.7% |
| YTD | -34.8% | +30.5% | -65.3% | -41.3% |
| 1Y | -38.7% | +29.2% | -67.9% | -44.6% |
| 3Y | -53.5% | +119.1% | -172.6% | -67.1% |
| 5Y | -90.2% | +162.6% | -252.8% | -93.9% |
| All | -78.5% | +298.6% | -377.1% | -89.0% |
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