-79.4%
SNAP vs CG
+286.3%
-365.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.6% | -4.8% | -2.2% |
| 7D | -7.3% | +3.0% | -10.4% | -8.7% |
| 30D | -18.9% | +10.1% | -29.1% | -23.4% |
| 3M | -5.3% | -10.8% | +5.6% | +1.2% |
| 6M | -16.9% | -15.2% | -1.7% | -9.1% |
| YTD | -37.4% | -26.9% | -10.5% | -25.3% |
| 1Y | -38.5% | -17.0% | -21.4% | -32.0% |
| 3Y | -55.1% | +54.6% | -109.7% | -68.8% |
| 5Y | -90.8% | -16.7% | -74.0% | -90.8% |
| All | -79.4% | +286.3% | -365.7% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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