-77.7%
SNAP vs COO
+38.9%
-116.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.2% |
| 7D | +0.7% | -2.2% | +3.0% | +2.1% |
| 30D | +2.6% | -7.0% | +9.6% | +7.0% |
| 3M | -9.9% | +12.2% | -22.1% | -16.6% |
| 6M | +1.9% | -15.1% | +17.0% | +11.6% |
| YTD | -32.2% | -15.1% | -17.1% | -25.7% |
| 1Y | -22.8% | +2.3% | -25.2% | -25.1% |
| 3Y | -47.6% | -23.7% | -23.9% | -41.6% |
| 5Y | -92.7% | -38.9% | -53.8% | -90.9% |
| All | -77.7% | +38.9% | -116.6% | -81.7% |
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