-90.6%
SNAP vs APA
+90.9%
-181.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.7% |
| 7D | +2.6% | +9.6% | -7.1% | +0.2% |
| 30D | -19.6% | -0.2% | -19.3% | -19.9% |
| 3M | +0.4% | +19.8% | -19.5% | -5.1% |
| 6M | -5.9% | +30.1% | -36.0% | -13.9% |
| YTD | -35.3% | +100.4% | -135.7% | -50.0% |
| 1Y | -42.6% | +105.2% | -147.8% | -56.1% |
| 3Y | -53.9% | +44.6% | -98.5% | -63.2% |
| All | -90.6% | +90.9% | -181.5% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling