-78.2%
SNAP vs ALL
+290.4%
-368.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.7% |
| 7D | -9.8% | -2.6% | -7.2% | -9.0% |
| 30D | -18.2% | +12.7% | -30.9% | -21.4% |
| 3M | -3.1% | +0.4% | -3.5% | -3.3% |
| 6M | -7.1% | +23.8% | -30.9% | -14.2% |
| YTD | -33.8% | +27.8% | -61.6% | -40.0% |
| 1Y | -39.0% | +28.9% | -67.9% | -44.9% |
| 3Y | -52.8% | +113.9% | -166.7% | -66.4% |
| 5Y | -90.0% | +157.4% | -247.4% | -93.7% |
| All | -78.2% | +290.4% | -368.6% | -88.7% |
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