-77.5%
SNAP vs GNRC
+358.3%
-435.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.5% | +5.0% |
| 7D | -3.2% | -0.7% | -2.4% | -3.0% |
| 30D | +0.2% | -15.8% | +16.0% | +7.0% |
| 3M | +2.6% | -24.0% | +26.6% | +12.7% |
| 6M | +12.4% | -13.8% | +26.2% | +14.5% |
| YTD | -31.6% | +33.2% | -64.8% | -44.2% |
| 1Y | -21.7% | -1.8% | -19.9% | -27.7% |
| 3Y | -41.2% | +57.7% | -98.9% | -59.4% |
| 5Y | -92.6% | -59.7% | -32.8% | -90.7% |
| All | -77.5% | +358.3% | -435.8% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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