-92.8%
SNAP vs FIVE
+31.2%
-124.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.1% | -9.1% | -6.6% |
| 7D | +0.7% | +4.3% | -3.5% | -1.5% |
| 30D | +2.6% | +12.5% | -9.9% | -3.8% |
| 3M | -9.9% | +31.2% | -41.1% | -22.1% |
| 6M | +1.9% | +14.4% | -12.5% | -7.3% |
| YTD | -32.2% | +33.9% | -66.1% | -43.4% |
| 1Y | -22.8% | +65.1% | -87.9% | -42.9% |
| 3Y | -47.6% | +49.0% | -96.6% | -63.1% |
| All | -92.8% | +31.2% | -124.1% | -95.1% |
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