-90.4%
SNAP vs CF
+125.5%
-215.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +6.2% | -20.2% | -14.4% |
| 7D | -10.4% | +0.4% | -10.8% | -10.5% |
| 30D | -11.9% | +2.2% | -14.1% | -12.2% |
| 3M | -4.5% | +2.1% | -6.6% | -5.0% |
| 6M | -16.7% | -6.5% | -10.2% | -16.6% |
| YTD | -36.9% | +55.6% | -92.5% | -43.3% |
| 1Y | -30.3% | +42.3% | -72.6% | -36.3% |
| 3Y | -52.5% | +55.7% | -108.3% | -57.8% |
| 5Y | -90.4% | +122.4% | -212.9% | -93.1% |
| All | -90.4% | +125.5% | -215.9% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling