-78.2%
SNAP vs CASY
+562.5%
-640.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +6.4% |
| 7D | -9.8% | +5.8% | -15.6% | -10.9% |
| 30D | -18.2% | +10.7% | -28.9% | -20.0% |
| 3M | -3.1% | -13.9% | +10.8% | -0.5% |
| 6M | -7.1% | -18.4% | +11.3% | -4.3% |
| YTD | -33.8% | +29.6% | -63.5% | -39.7% |
| 1Y | -39.0% | +32.8% | -71.9% | -44.9% |
| 3Y | -52.8% | +162.3% | -215.1% | -64.9% |
| 5Y | -90.0% | +265.0% | -355.0% | -93.2% |
| All | -78.2% | +562.5% | -640.7% | -87.7% |
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