-78.5%
SNAP vs COO
+25.1%
-103.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.3% |
| 7D | +6.0% | +0.5% | +5.6% | +5.7% |
| 30D | -13.8% | +14.2% | -27.9% | -19.9% |
| 3M | -0.8% | -18.2% | +17.5% | +9.8% |
| 6M | -6.2% | +5.3% | -11.6% | -11.7% |
| YTD | -34.8% | -23.6% | -11.3% | -25.2% |
| 1Y | -38.7% | -12.7% | -26.0% | -35.4% |
| 3Y | -53.5% | -24.2% | -29.3% | -49.0% |
| 5Y | -90.2% | -40.0% | -50.2% | -87.7% |
| All | -78.5% | +25.1% | -103.6% | -81.6% |
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