-47.7%
SNAP vs CAPR
+40.5%
-88.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.1% |
| 7D | +0.7% | -2.0% | +2.7% | +0.8% |
| 30D | +2.6% | +139.2% | -136.6% | +1.3% |
| 3M | -9.9% | -66.4% | +56.5% | -9.5% |
| 6M | +1.9% | -63.1% | +65.0% | +2.1% |
| YTD | -32.2% | -67.4% | +35.2% | -32.0% |
| 1Y | -22.8% | +58.2% | -81.1% | -27.1% |
| All | -47.7% | +40.5% | -88.2% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling