-52.6%
SNAP vs CF
+56.6%
-109.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +6.2% | -20.2% | -14.1% |
| 7D | -10.4% | +0.4% | -10.8% | -10.3% |
| 30D | -11.9% | +2.2% | -14.1% | -12.0% |
| 3M | -4.5% | +2.1% | -6.6% | -4.8% |
| 6M | -16.7% | -6.5% | -10.2% | -16.4% |
| YTD | -36.9% | +55.6% | -92.5% | -46.8% |
| 1Y | -30.3% | +42.3% | -72.6% | -39.4% |
| All | -52.6% | +56.6% | -109.2% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling