-79.4%
SNAP vs IBB
+124.0%
-203.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | -1.2% |
| 7D | -7.3% | +2.7% | -10.0% | -9.4% |
| 30D | -18.9% | +6.3% | -25.3% | -24.0% |
| 3M | -5.3% | +11.1% | -16.3% | -16.1% |
| 6M | -16.9% | +29.2% | -46.2% | -38.3% |
| YTD | -37.4% | +30.2% | -67.6% | -53.8% |
| 1Y | -38.5% | +39.5% | -78.0% | -58.1% |
| 3Y | -55.1% | +92.3% | -147.4% | -78.3% |
| 5Y | -90.8% | +43.0% | -133.8% | -93.7% |
| All | -79.4% | +124.0% | -203.4% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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