-77.7%
SNAP vs APA
+5.3%
-83.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.4% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | +2.6% | +23.4% | -20.8% | -1.9% |
| 3M | -9.9% | +12.7% | -22.6% | -12.7% |
| 6M | +1.9% | +39.4% | -37.6% | -7.0% |
| YTD | -32.2% | +79.0% | -111.2% | -41.6% |
| 1Y | -22.8% | +88.8% | -111.7% | -34.6% |
| 3Y | -47.6% | +6.4% | -54.0% | -51.6% |
| 5Y | -92.7% | +153.0% | -245.7% | -94.4% |
| All | -77.7% | +5.3% | -83.0% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling