-90.3%
SNAP vs GNRC
-57.1%
-33.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.0% |
| 7D | +2.6% | +11.9% | -9.4% | -2.2% |
| 30D | -19.6% | -10.0% | -9.6% | -16.5% |
| 3M | +0.4% | -13.1% | +13.5% | +4.1% |
| 6M | -5.9% | -28.5% | +22.5% | +3.3% |
| YTD | -35.3% | +41.4% | -76.8% | -50.3% |
| 1Y | -42.6% | +18.8% | -61.3% | -52.3% |
| 3Y | -53.9% | +86.3% | -140.2% | -72.2% |
| 5Y | -90.3% | -56.8% | -33.4% | -88.3% |
| All | -90.3% | -57.1% | -33.1% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling