-38.7%
SNAP vs GNRC
+18.7%
-57.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +6.0% | +7.9% | -1.9% | +5.1% |
| 30D | -13.8% | -3.7% | -10.1% | -13.7% |
| 3M | -0.8% | -11.9% | +11.2% | +0.4% |
| 6M | -6.2% | -28.6% | +22.4% | -5.0% |
| YTD | -34.8% | +39.9% | -74.7% | -38.2% |
| 1Y | -38.7% | +23.4% | -62.1% | -41.1% |
| All | -38.7% | +18.7% | -57.4% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling