-90.0%
SNAP vs COMP
-47.7%
-42.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.6% | -4.2% |
| 7D | +0.7% | +1.4% | -0.6% | +0.3% |
| 30D | +2.6% | -13.3% | +16.0% | +6.8% |
| 3M | -9.9% | +41.1% | -51.0% | -19.1% |
| 6M | +1.9% | +17.2% | -15.3% | -5.7% |
| YTD | -32.2% | +5.2% | -37.4% | -35.8% |
| 1Y | -22.8% | +18.9% | -41.8% | -30.6% |
| 3Y | -47.6% | +215.9% | -263.5% | -69.2% |
| 5Y | -92.7% | -31.2% | -61.5% | -94.1% |
| All | -90.0% | -47.7% | -42.3% | -91.7% |
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