-90.0%
SNAP vs CAPR
+219.7%
-309.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +26.5% | -19.7% | +6.2% |
| 7D | -9.8% | +25.8% | -35.6% | -10.3% |
| 30D | -18.2% | +50.2% | -68.4% | -19.1% |
| 3M | -3.1% | +185.5% | -188.6% | -6.0% |
| 6M | -7.1% | -64.8% | +57.7% | -6.7% |
| YTD | -33.8% | -61.1% | +27.3% | -33.8% |
| 1Y | -39.0% | +81.0% | -120.0% | -44.8% |
| 3Y | -52.8% | +300.7% | -353.5% | -68.2% |
| 5Y | -90.0% | +223.3% | -313.3% | -94.1% |
| All | -90.0% | +219.7% | -309.6% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling