-78.5%
SNAP vs CHD
+155.9%
-234.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | +6.0% | +3.6% | +2.4% | +5.6% |
| 30D | -13.8% | +10.4% | -24.2% | -14.7% |
| 3M | -0.8% | +12.2% | -12.9% | -2.0% |
| 6M | -6.2% | +19.9% | -26.2% | -8.0% |
| YTD | -34.8% | +36.4% | -71.2% | -36.8% |
| 1Y | -38.7% | +35.1% | -73.8% | -40.5% |
| 3Y | -53.5% | +29.2% | -82.6% | -55.4% |
| 5Y | -90.2% | +33.4% | -123.6% | -90.9% |
| All | -78.5% | +155.9% | -234.4% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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