-39.9%
SNAP vs GLXY
-38.8%
-1.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.0% | +1.7% |
| 7D | +6.0% | +5.3% | +0.8% | +5.0% |
| 30D | -13.8% | -19.8% | +6.0% | -11.5% |
| 3M | -0.8% | -31.4% | +30.6% | +4.0% |
| 6M | -6.2% | -53.3% | +47.1% | +3.8% |
| YTD | -34.8% | -35.7% | +0.9% | -34.9% |
| 1Y | -38.7% | -47.2% | +8.5% | -36.8% |
| All | -39.9% | -38.8% | -1.1% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling