-55.1%
SNAP vs FIVE
+42.1%
-97.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.8% | -0.1% |
| 7D | -7.3% | +6.2% | -13.5% | -9.1% |
| 30D | -18.9% | +18.2% | -37.1% | -23.5% |
| 3M | -5.3% | +3.8% | -9.1% | -6.9% |
| 6M | -16.9% | +13.7% | -30.7% | -21.9% |
| YTD | -37.4% | +34.7% | -72.1% | -45.0% |
| 1Y | -38.5% | +66.6% | -105.1% | -50.2% |
| 3Y | -55.1% | +44.3% | -99.4% | -70.8% |
| All | -55.1% | +42.1% | -97.1% | -70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling