-39.0%
SNAP vs FIVE
+66.9%
-106.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.1% | +7.9% | +7.1% |
| 7D | -9.8% | -0.5% | -9.3% | -9.6% |
| 30D | -18.2% | +17.4% | -35.6% | -20.7% |
| 3M | -3.1% | +7.0% | -10.1% | -4.4% |
| 6M | -7.1% | +20.5% | -27.6% | -12.7% |
| YTD | -33.8% | +33.1% | -66.9% | -38.6% |
| 1Y | -39.0% | +67.1% | -106.1% | -48.9% |
| All | -39.0% | +66.9% | -106.0% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling