-79.4%
SNAP vs IAU
+226.5%
-305.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.3% |
| 7D | -7.3% | +4.9% | -12.2% | -8.6% |
| 30D | -18.9% | -1.4% | -17.6% | -18.6% |
| 3M | -5.3% | -4.8% | -0.5% | -4.0% |
| 6M | -16.9% | -12.5% | -4.5% | -14.1% |
| YTD | -37.4% | -4.2% | -33.2% | -36.2% |
| 1Y | -38.5% | +3.1% | -41.6% | -38.0% |
| 3Y | -55.1% | +110.0% | -165.1% | -60.3% |
| 5Y | -90.8% | +123.1% | -213.8% | -92.1% |
| All | -79.4% | +226.5% | -305.9% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling