-65.5%
SNAP vs AS
+120.4%
-185.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.6% | -7.6% | -5.3% |
| 7D | +0.7% | -4.9% | +5.6% | +2.4% |
| 30D | +2.6% | -19.6% | +22.2% | +10.5% |
| 3M | -9.9% | -14.4% | +4.5% | -5.3% |
| 6M | +1.9% | -20.1% | +22.0% | +9.3% |
| YTD | -32.2% | -20.9% | -11.3% | -27.1% |
| 1Y | -22.8% | -21.9% | -1.0% | -17.2% |
| All | -65.5% | +120.4% | -185.9% | -76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling