-90.5%
SNAP vs ARWR
-34.9%
-55.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.3% |
| 7D | +6.0% | -17.8% | +23.9% | +12.2% |
| 30D | -13.8% | -18.1% | +4.4% | -8.4% |
| 3M | -0.8% | -44.2% | +43.4% | +18.3% |
| 6M | -6.2% | -38.6% | +32.4% | +6.8% |
| YTD | -34.8% | -28.0% | -6.8% | -30.3% |
| 1Y | -38.7% | +16.1% | -54.8% | -45.6% |
| 3Y | -53.5% | +84.0% | -137.4% | -70.5% |
| All | -90.5% | -34.9% | -55.6% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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