-90.7%
SNAP vs COMP
-56.6%
-34.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -8.2% | -5.9% | -11.7% |
| 7D | -10.4% | -1.8% | -8.6% | -9.6% |
| 30D | -11.9% | -0.8% | -11.2% | -11.8% |
| 3M | -4.5% | -28.1% | +23.6% | +4.7% |
| 6M | -16.7% | +27.0% | -43.7% | -24.3% |
| YTD | -36.9% | -12.8% | -24.2% | -37.1% |
| 1Y | -30.3% | +4.9% | -35.2% | -34.5% |
| 3Y | -52.5% | +321.0% | -373.5% | -74.8% |
| 5Y | -90.4% | -25.6% | -64.8% | -92.1% |
| All | -90.7% | -56.6% | -34.0% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 all: compounded portfolio wealth divided by compounded COMP 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…
all analysis · Full analysis span regression · 6 months rolling