-79.7%
SNAP vs CAPR
-67.5%
-12.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.2% | -2.7% |
| 7D | -7.1% | +41.1% | -48.2% | -8.1% |
| 30D | -14.6% | +11.1% | -25.7% | -15.0% |
| 3M | -5.0% | +115.3% | -120.3% | -7.7% |
| 6M | -18.8% | -73.8% | +55.0% | -17.6% |
| YTD | -38.5% | -68.8% | +30.3% | -38.1% |
| 1Y | -38.1% | +43.3% | -81.4% | -44.6% |
| 3Y | -53.8% | +214.7% | -268.5% | -62.1% |
| 5Y | -90.7% | +141.3% | -232.0% | -92.4% |
| All | -79.7% | -67.5% | -12.2% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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