-79.7%
SNAP vs COO
+24.5%
-104.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.7% | -1.5% |
| 7D | -7.1% | +4.7% | -11.8% | -9.4% |
| 30D | -14.6% | +13.9% | -28.5% | -20.6% |
| 3M | -5.0% | -14.9% | +10.0% | +2.7% |
| 6M | -18.8% | +2.0% | -20.9% | -22.0% |
| YTD | -38.5% | -23.9% | -14.6% | -29.3% |
| 1Y | -38.1% | -9.6% | -28.5% | -36.1% |
| 3Y | -53.8% | -25.4% | -28.3% | -48.8% |
| 5Y | -90.7% | -41.2% | -49.5% | -88.2% |
| All | -79.7% | +24.5% | -104.2% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling