-89.9%
SNAP vs AUR
-57.9%
-32.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.6% |
| 7D | +6.0% | -4.5% | +10.6% | +7.4% |
| 30D | -13.8% | -16.6% | +2.9% | -9.9% |
| 3M | -0.8% | -38.5% | +37.7% | +11.8% |
| 6M | -6.2% | -49.9% | +43.6% | +10.9% |
| YTD | -34.8% | +9.6% | -44.5% | -38.7% |
| 1Y | -38.7% | +1.2% | -39.9% | -41.4% |
| 3Y | -53.5% | +128.8% | -182.3% | -72.6% |
| 5Y | -90.2% | -57.9% | -32.3% | -92.5% |
| All | -89.9% | -57.9% | -32.0% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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