-89.4%
SNAP vs AUR
-36.7%
-52.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.6% | +4.7% |
| 7D | -3.2% | +0.2% | -3.3% | -3.3% |
| 30D | +0.2% | -8.9% | +9.1% | +2.2% |
| 3M | +2.6% | +4.6% | -2.0% | +0.6% |
| 6M | +12.4% | +44.9% | -32.4% | -0.9% |
| YTD | -31.6% | +64.8% | -96.4% | -42.0% |
| 1Y | -21.7% | +16.4% | -38.1% | -27.6% |
| 3Y | -41.2% | +85.1% | -126.3% | -62.4% |
| 5Y | -92.6% | -36.1% | -56.5% | -94.9% |
| All | -89.4% | -36.7% | -52.7% | -92.7% |
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