-47.7%
SNAP vs FIVE
+50.0%
-97.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.1% | -9.1% | -5.9% |
| 7D | +0.7% | +4.3% | -3.5% | -0.9% |
| 30D | +2.6% | +12.5% | -9.9% | -2.0% |
| 3M | -9.9% | +31.2% | -41.1% | -18.8% |
| 6M | +1.9% | +14.4% | -12.5% | -4.6% |
| YTD | -32.2% | +33.9% | -66.1% | -40.4% |
| 1Y | -22.8% | +65.1% | -87.9% | -37.8% |
| All | -47.7% | +50.0% | -97.7% | -67.7% |
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