-92.9%
SNAP vs GNRC
-58.2%
-34.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.4% |
| 7D | -5.0% | +3.2% | -8.2% | -6.3% |
| 30D | -0.7% | -9.5% | +8.8% | +2.9% |
| 3M | -5.0% | -28.5% | +23.5% | +7.3% |
| 6M | +3.5% | -10.0% | +13.5% | +3.1% |
| YTD | -34.2% | +36.7% | -70.9% | -47.7% |
| 1Y | -27.1% | +2.6% | -29.6% | -34.5% |
| 3Y | -43.5% | +61.9% | -105.4% | -62.9% |
| 5Y | -92.9% | -59.0% | -33.8% | -90.2% |
| All | -92.9% | -58.2% | -34.7% | -90.2% |
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