-79.4%
SNAP vs CAPR
-64.4%
-14.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.4% | -7.6% | +1.5% |
| 7D | -7.3% | +36.0% | -43.4% | -8.2% |
| 30D | -18.9% | +25.8% | -44.7% | -19.6% |
| 3M | -5.3% | +140.8% | -146.1% | -8.3% |
| 6M | -16.9% | -67.6% | +50.6% | -16.2% |
| YTD | -37.4% | -65.9% | +28.4% | -37.1% |
| 1Y | -38.5% | +66.1% | -104.6% | -45.3% |
| 3Y | -55.1% | +256.9% | -312.0% | -63.3% |
| 5Y | -90.8% | +172.1% | -262.9% | -92.5% |
| All | -79.4% | -64.4% | -14.9% | -85.0% |
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