-79.7%
SNAP vs IBB
+117.9%
-197.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -4.4% |
| 7D | -7.1% | -1.8% | -5.3% | -4.8% |
| 30D | -14.6% | +5.1% | -19.7% | -18.9% |
| 3M | -5.0% | +10.7% | -15.7% | -15.6% |
| 6M | -18.8% | +22.9% | -41.7% | -36.2% |
| YTD | -38.5% | +26.7% | -65.2% | -53.3% |
| 1Y | -38.1% | +35.1% | -73.2% | -56.3% |
| 3Y | -53.8% | +80.2% | -134.0% | -76.0% |
| 5Y | -90.7% | +37.8% | -128.5% | -93.3% |
| All | -79.7% | +117.9% | -197.7% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling