-79.2%
SNAP vs FIVE
+510.0%
-589.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.3% | -9.8% | -12.3% |
| 7D | -10.4% | -1.7% | -8.7% | -9.5% |
| 30D | -11.9% | +14.9% | -26.9% | -16.8% |
| 3M | -4.5% | +7.6% | -12.1% | -8.0% |
| 6M | -16.7% | +6.4% | -23.1% | -20.5% |
| YTD | -36.9% | +28.1% | -65.0% | -44.7% |
| 1Y | -30.3% | +54.7% | -85.0% | -43.8% |
| 3Y | -52.5% | +36.1% | -88.6% | -63.3% |
| 5Y | -90.4% | +14.9% | -105.3% | -92.4% |
| All | -79.2% | +510.0% | -589.2% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling