-78.2%
SNAP vs IBB
+122.5%
-200.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.3% |
| 7D | -9.8% | -1.4% | -8.4% | -8.0% |
| 30D | -18.2% | +6.8% | -25.0% | -23.6% |
| 3M | -3.1% | +9.2% | -12.3% | -12.6% |
| 6M | -7.1% | +28.3% | -35.5% | -30.4% |
| YTD | -33.8% | +29.4% | -63.2% | -50.8% |
| 1Y | -39.0% | +33.2% | -72.2% | -56.3% |
| 3Y | -52.8% | +90.2% | -143.0% | -76.9% |
| 5Y | -90.0% | +44.0% | -134.0% | -93.1% |
| All | -78.2% | +122.5% | -200.7% | -89.8% |
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