-91.0%
SNAP vs FIVE
+14.2%
-105.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -7.1% | -0.3% | -6.8% | -6.7% |
| 30D | -14.6% | +17.7% | -32.3% | -21.2% |
| 3M | -5.0% | +4.0% | -9.0% | -7.6% |
| 6M | -18.8% | +2.6% | -21.4% | -21.9% |
| YTD | -38.5% | +27.6% | -66.1% | -47.7% |
| 1Y | -38.1% | +59.9% | -98.0% | -53.4% |
| 3Y | -53.8% | +35.8% | -89.5% | -65.6% |
| All | -91.0% | +14.2% | -105.1% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling