-78.2%
SNAP vs COO
+25.6%
-103.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +7.4% |
| 7D | -9.8% | -2.3% | -7.5% | -8.5% |
| 30D | -18.2% | +13.3% | -31.5% | -23.7% |
| 3M | -3.1% | -18.1% | +15.0% | +7.1% |
| 6M | -7.1% | +6.7% | -13.8% | -13.2% |
| YTD | -33.8% | -23.2% | -10.6% | -24.3% |
| 1Y | -39.0% | -12.3% | -26.8% | -35.9% |
| 3Y | -52.8% | -23.6% | -29.3% | -48.6% |
| 5Y | -90.0% | -38.7% | -51.3% | -87.6% |
| All | -78.2% | +25.6% | -103.8% | -81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling