-68.5%
SNAP vs AS
+137.8%
-206.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | -0.3% |
| 7D | -10.6% | +4.5% | -15.0% | -11.8% |
| 30D | -19.7% | +13.2% | -33.0% | -23.1% |
| 3M | -6.5% | -11.9% | +5.4% | -2.6% |
| 6M | -17.8% | -11.6% | -6.2% | -14.6% |
| YTD | -38.0% | -14.7% | -23.3% | -35.1% |
| 1Y | -42.5% | +5.7% | -48.2% | -44.1% |
| All | -68.5% | +137.8% | -206.3% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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