-90.5%
SNAP vs IAU
+105.6%
-196.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +6.0% | -4.6% | +10.6% | +7.5% |
| 30D | -13.8% | -5.4% | -8.3% | -12.4% |
| 3M | -0.8% | -10.9% | +10.1% | +2.6% |
| 6M | -6.2% | -17.4% | +11.1% | -1.2% |
| YTD | -34.8% | -10.2% | -24.6% | -31.6% |
| 1Y | -38.7% | -7.1% | -31.6% | -36.0% |
| 3Y | -53.5% | +97.7% | -151.2% | -54.2% |
| All | -90.5% | +105.6% | -196.1% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling