-92.8%
SNAP vs CG
+10.1%
-103.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -2.9% |
| 7D | +0.7% | -4.3% | +5.1% | +3.9% |
| 30D | +2.6% | -5.1% | +7.7% | +5.9% |
| 3M | -9.9% | +8.7% | -18.6% | -15.4% |
| 6M | +1.9% | -9.2% | +11.1% | +7.7% |
| YTD | -32.2% | -18.9% | -13.4% | -22.9% |
| 1Y | -22.8% | -25.6% | +2.8% | -7.1% |
| 3Y | -47.6% | +57.3% | -104.9% | -68.2% |
| All | -92.8% | +10.1% | -103.0% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling