-79.2%
SNAP vs CAPR
-69.0%
-10.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.6% | -10.4% | -13.9% |
| 7D | -10.4% | +29.7% | -40.1% | -11.1% |
| 30D | -11.9% | +11.0% | -22.9% | -12.3% |
| 3M | -4.5% | +118.8% | -123.3% | -7.3% |
| 6M | -16.7% | -73.9% | +57.2% | -15.4% |
| YTD | -36.9% | -70.2% | +33.3% | -36.4% |
| 1Y | -30.3% | +38.3% | -68.5% | -37.6% |
| 3Y | -52.5% | +199.7% | -252.2% | -61.0% |
| 5Y | -90.4% | +130.6% | -221.0% | -92.2% |
| All | -79.2% | -69.0% | -10.3% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling