-79.6%
SNAP vs APA
+11.7%
-91.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -10.6% | -5.5% | -5.0% | -9.6% |
| 30D | -19.7% | -1.2% | -18.6% | -19.8% |
| 3M | -6.5% | +10.6% | -17.1% | -9.0% |
| 6M | -17.8% | +28.4% | -46.2% | -22.9% |
| YTD | -38.0% | +89.7% | -127.8% | -47.5% |
| 1Y | -42.5% | +90.6% | -133.1% | -51.4% |
| 3Y | -55.8% | +36.9% | -92.7% | -61.3% |
| 5Y | -90.5% | +83.2% | -173.8% | -92.3% |
| All | -79.6% | +11.7% | -91.2% | -87.0% |
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