-20.7%
SNAP vs APA
+107.6%
-128.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -6.9% | +12.8% | +4.9% |
| 7D | -0.7% | -13.0% | +12.3% | -2.4% |
| 30D | +5.5% | +2.0% | +3.6% | +5.7% |
| 3M | +2.2% | +24.9% | -22.7% | +5.3% |
| 6M | -4.1% | +7.2% | -11.2% | -1.9% |
| YTD | -26.6% | +87.1% | -113.7% | -32.2% |
| 1Y | -20.7% | +107.2% | -127.9% | -32.2% |
| All | -20.7% | +107.6% | -128.4% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling