-22.8%
SNAP vs COO
+4.1%
-27.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.4% |
| 7D | +0.7% | -2.2% | +3.0% | +1.7% |
| 30D | +2.6% | -7.0% | +9.6% | +5.7% |
| 3M | -9.9% | +12.2% | -22.1% | -14.5% |
| 6M | +1.9% | -15.1% | +17.0% | +12.1% |
| YTD | -32.2% | -15.1% | -17.1% | -25.3% |
| 1Y | -22.8% | +2.3% | -25.2% | -20.1% |
| All | -22.8% | +4.1% | -27.0% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling