-92.8%
SNAP vs APA
+156.4%
-249.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.2% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | +2.6% | +23.4% | -20.8% | -3.2% |
| 3M | -9.9% | +12.7% | -22.6% | -13.6% |
| 6M | +1.9% | +39.4% | -37.6% | -10.5% |
| YTD | -32.2% | +79.0% | -111.2% | -45.4% |
| 1Y | -22.8% | +88.8% | -111.7% | -39.5% |
| 3Y | -47.6% | +6.4% | -54.0% | -53.9% |
| All | -92.8% | +156.4% | -249.2% | -95.2% |
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