-42.3%
SNAP vs GLXY
-38.3%
-4.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.2% | -4.4% | +0.7% |
| 7D | -7.3% | -0.5% | -6.8% | -7.9% |
| 30D | -18.9% | -28.6% | +9.7% | -14.9% |
| 3M | -5.3% | -28.1% | +22.8% | -1.6% |
| 6M | -16.9% | -52.0% | +35.1% | -8.6% |
| YTD | -37.4% | -35.1% | -2.3% | -37.6% |
| 1Y | -38.5% | -54.0% | +15.5% | -34.6% |
| All | -42.3% | -38.3% | -4.0% | -43.2% |
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