-77.7%
SNAP vs GNRC
+372.6%
-450.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -5.0% |
| 7D | +0.7% | +1.9% | -1.2% | -0.1% |
| 30D | +2.6% | -13.8% | +16.5% | +8.6% |
| 3M | -9.9% | -32.6% | +22.8% | +4.3% |
| 6M | +1.9% | -15.2% | +17.0% | +4.6% |
| YTD | -32.2% | +37.4% | -69.6% | -45.4% |
| 1Y | -22.8% | +5.1% | -28.0% | -30.9% |
| 3Y | -47.6% | +57.5% | -105.1% | -63.7% |
| 5Y | -92.7% | -58.7% | -34.0% | -91.0% |
| All | -77.7% | +372.6% | -450.3% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling