-52.7%
SNAP vs APA
+40.8%
-93.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.2% | +6.1% |
| 7D | -9.8% | +5.1% | -14.9% | -10.6% |
| 30D | -18.2% | +0.3% | -18.5% | -18.6% |
| 3M | -3.1% | +15.6% | -18.7% | -6.7% |
| 6M | -7.1% | +28.9% | -36.0% | -13.5% |
| YTD | -33.8% | +96.6% | -130.4% | -48.2% |
| 1Y | -39.0% | +95.5% | -134.6% | -52.4% |
| All | -52.7% | +40.8% | -93.6% | -65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling