-78.5%
SNAP vs GNRC
+381.3%
-459.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | +6.0% | +7.9% | -1.9% | +2.7% |
| 30D | -13.8% | -3.7% | -10.1% | -12.9% |
| 3M | -0.8% | -11.9% | +11.2% | +2.2% |
| 6M | -6.2% | -28.6% | +22.4% | +3.0% |
| YTD | -34.8% | +39.9% | -74.7% | -48.9% |
| 1Y | -38.7% | +23.4% | -62.1% | -49.4% |
| 3Y | -53.5% | +84.2% | -137.7% | -70.4% |
| 5Y | -90.2% | -57.3% | -32.9% | -88.2% |
| All | -78.5% | +381.3% | -459.8% | -88.8% |
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