-79.4%
SNAP vs APA
+10.3%
-89.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -7.3% | -8.7% | +1.4% | -5.8% |
| 30D | -18.9% | -2.4% | -16.5% | -18.8% |
| 3M | -5.3% | +19.0% | -24.2% | -9.1% |
| 6M | -16.9% | +26.8% | -43.7% | -22.0% |
| YTD | -37.4% | +87.3% | -124.8% | -46.8% |
| 1Y | -38.5% | +92.3% | -130.8% | -48.1% |
| 3Y | -55.1% | +37.3% | -92.3% | -60.6% |
| 5Y | -90.8% | +73.2% | -164.0% | -92.4% |
| All | -79.4% | +10.3% | -89.6% | -86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling