-78.5%
SNAP vs AR
+58.3%
-136.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +6.0% | +7.4% | -1.3% | +5.0% |
| 30D | -13.8% | +5.8% | -19.5% | -14.6% |
| 3M | -0.8% | +5.2% | -6.0% | -1.8% |
| 6M | -6.2% | +5.4% | -11.7% | -7.5% |
| YTD | -34.8% | +12.4% | -47.2% | -36.7% |
| 1Y | -38.7% | +12.8% | -51.5% | -40.5% |
| 3Y | -53.5% | +47.2% | -100.6% | -56.8% |
| 5Y | -90.2% | +101.1% | -191.3% | -91.2% |
| All | -78.5% | +58.3% | -136.8% | -83.4% |
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