-79.4%
SNAP vs CHD
+151.4%
-230.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.6% |
| 7D | -7.3% | +0.8% | -8.1% | -7.4% |
| 30D | -18.9% | +13.5% | -32.4% | -20.1% |
| 3M | -5.3% | +8.1% | -13.4% | -6.1% |
| 6M | -16.9% | +19.9% | -36.8% | -18.4% |
| YTD | -37.4% | +34.0% | -71.4% | -39.2% |
| 1Y | -38.5% | +29.8% | -68.3% | -40.1% |
| 3Y | -55.1% | +28.7% | -83.8% | -57.0% |
| 5Y | -90.8% | +31.8% | -122.6% | -91.4% |
| All | -79.4% | +151.4% | -230.7% | -82.1% |
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