-52.6%
SNAP vs FIVE
+35.4%
-88.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.3% | -9.8% | -12.5% |
| 7D | -10.4% | -1.7% | -8.7% | -9.6% |
| 30D | -11.9% | +14.9% | -26.9% | -16.0% |
| 3M | -4.5% | +7.6% | -12.1% | -7.4% |
| 6M | -16.7% | +6.4% | -23.1% | -19.8% |
| YTD | -36.9% | +28.1% | -65.0% | -43.5% |
| 1Y | -30.3% | +54.7% | -85.0% | -42.0% |
| All | -52.6% | +35.4% | -88.0% | -68.5% |
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