-79.4%
SNAP vs CASY
+542.1%
-621.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.7% |
| 7D | -7.3% | +3.6% | -10.9% | -8.0% |
| 30D | -18.9% | +7.2% | -26.1% | -20.2% |
| 3M | -5.3% | -16.9% | +11.7% | -2.1% |
| 6M | -16.9% | -19.3% | +2.4% | -14.4% |
| YTD | -37.4% | +25.6% | -63.1% | -42.6% |
| 1Y | -38.5% | +30.2% | -68.6% | -44.2% |
| 3Y | -55.1% | +154.9% | -209.9% | -66.4% |
| 5Y | -90.8% | +252.1% | -342.9% | -93.7% |
| All | -79.4% | +542.1% | -621.5% | -88.3% |
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