-79.2%
SNAP vs ALL
+297.2%
-376.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.9% | -13.2% | -13.7% |
| 7D | -10.4% | +4.2% | -14.6% | -11.5% |
| 30D | -11.9% | +18.9% | -30.9% | -16.8% |
| 3M | -4.5% | +1.2% | -5.7% | -5.1% |
| 6M | -16.7% | +23.2% | -39.9% | -22.9% |
| YTD | -36.9% | +30.0% | -66.9% | -43.1% |
| 1Y | -30.3% | +39.6% | -69.9% | -38.8% |
| 3Y | -52.5% | +115.2% | -167.8% | -66.2% |
| 5Y | -90.4% | +156.2% | -246.7% | -93.9% |
| All | -79.2% | +297.2% | -376.4% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling