-78.7%
SNAP vs FIVE
+524.9%
-603.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.7% |
| 7D | +2.6% | +2.4% | +0.1% | +1.5% |
| 30D | -19.6% | +15.8% | -35.4% | -24.3% |
| 3M | +0.4% | +3.8% | -3.4% | -1.7% |
| 6M | -5.9% | +18.5% | -24.5% | -14.3% |
| YTD | -35.3% | +31.2% | -66.5% | -43.9% |
| 1Y | -42.6% | +61.8% | -104.4% | -54.5% |
| 3Y | -53.9% | +39.9% | -93.8% | -64.8% |
| 5Y | -90.3% | +18.3% | -108.6% | -92.3% |
| All | -78.7% | +524.9% | -603.6% | -90.9% |
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