-90.5%
SNAP vs COO
-41.3%
-49.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.6% |
| 7D | -10.6% | +4.5% | -15.1% | -12.8% |
| 30D | -19.7% | +16.9% | -36.7% | -26.9% |
| 3M | -6.5% | -16.7% | +10.2% | +3.6% |
| 6M | -17.8% | +5.9% | -23.7% | -23.4% |
| YTD | -38.0% | -22.4% | -15.6% | -28.1% |
| 1Y | -42.5% | -10.1% | -32.4% | -40.1% |
| 3Y | -55.8% | -22.8% | -33.1% | -53.1% |
| 5Y | -90.5% | -41.4% | -49.1% | -87.9% |
| All | -90.5% | -41.3% | -49.3% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling