-78.3%
SNAP vs APA
+10.4%
-88.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.8% |
| 7D | -5.0% | +0.3% | -5.3% | -5.1% |
| 30D | -0.7% | +9.3% | -10.1% | -2.6% |
| 3M | -5.0% | +23.3% | -28.4% | -9.7% |
| 6M | +3.5% | +39.5% | -36.0% | -5.4% |
| YTD | -34.2% | +87.6% | -121.8% | -43.8% |
| 1Y | -27.1% | +114.2% | -141.3% | -39.8% |
| 3Y | -43.5% | +13.6% | -57.0% | -48.5% |
| 5Y | -92.9% | +175.6% | -268.5% | -94.6% |
| All | -78.3% | +10.4% | -88.7% | -86.1% |
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