-79.7%
SNAP vs AR
+47.4%
-127.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.7% | -2.4% |
| 7D | -7.1% | -14.3% | +7.1% | -5.1% |
| 30D | -14.6% | +1.4% | -16.1% | -14.9% |
| 3M | -5.0% | +3.4% | -8.4% | -5.8% |
| 6M | -18.8% | -2.1% | -16.8% | -19.0% |
| YTD | -38.5% | +4.7% | -43.2% | -39.7% |
| 1Y | -38.1% | +10.6% | -48.7% | -39.8% |
| 3Y | -53.8% | +24.6% | -78.4% | -56.2% |
| 5Y | -90.7% | +71.9% | -162.6% | -91.5% |
| All | -79.7% | +47.4% | -127.1% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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