-79.7%
SNAP vs FIVE
+507.6%
-587.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -7.1% | -0.3% | -6.8% | -6.8% |
| 30D | -14.6% | +17.7% | -32.3% | -20.1% |
| 3M | -5.0% | +4.0% | -9.0% | -7.1% |
| 6M | -18.8% | +2.6% | -21.4% | -21.3% |
| YTD | -38.5% | +27.6% | -66.1% | -46.0% |
| 1Y | -38.1% | +59.9% | -98.0% | -50.7% |
| 3Y | -53.8% | +35.8% | -89.5% | -64.2% |
| 5Y | -90.7% | +14.4% | -105.1% | -92.5% |
| All | -79.7% | +507.6% | -587.3% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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