-79.7%
SNAP vs CF
+374.5%
-454.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.2% | -2.7% |
| 7D | -7.1% | -3.2% | -3.9% | -6.8% |
| 30D | -14.6% | +4.3% | -19.0% | -15.8% |
| 3M | -5.0% | +2.8% | -7.8% | -6.4% |
| 6M | -18.8% | +0.6% | -19.4% | -20.3% |
| YTD | -38.5% | +56.6% | -95.2% | -47.6% |
| 1Y | -38.1% | +49.6% | -87.7% | -46.6% |
| 3Y | -53.8% | +61.5% | -115.3% | -61.6% |
| 5Y | -90.7% | +124.0% | -214.6% | -93.5% |
| All | -79.7% | +374.5% | -454.2% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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