-42.5%
SNAP vs GNRC
+64.4%
-106.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -1.1% |
| 7D | +1.5% | +4.8% | -3.3% | +0.2% |
| 30D | +1.9% | -10.4% | +12.2% | +4.4% |
| 3M | -3.9% | -28.5% | +24.6% | +3.3% |
| 6M | +5.2% | -6.8% | +12.0% | +3.4% |
| YTD | -32.7% | +39.5% | -72.2% | -43.0% |
| 1Y | -24.8% | +3.4% | -28.2% | -29.8% |
| All | -42.5% | +64.4% | -106.9% | -53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling