-79.6%
SNAP vs CASY
+548.0%
-627.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -10.6% | +5.0% | -15.5% | -11.5% |
| 30D | -19.7% | +8.2% | -27.9% | -21.1% |
| 3M | -6.5% | -18.2% | +11.6% | -3.1% |
| 6M | -17.8% | -18.6% | +0.8% | -15.4% |
| YTD | -38.0% | +26.8% | -64.8% | -43.3% |
| 1Y | -42.5% | +31.6% | -74.1% | -48.0% |
| 3Y | -55.8% | +156.5% | -212.3% | -67.0% |
| 5Y | -90.5% | +258.6% | -349.2% | -93.6% |
| All | -79.6% | +548.0% | -627.6% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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