-78.3%
SNAP vs INDA
+82.3%
-160.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -1.5% |
| 7D | -5.0% | -2.6% | -2.4% | -2.9% |
| 30D | -0.7% | -2.9% | +2.2% | +1.9% |
| 3M | -5.0% | +2.4% | -7.4% | -6.4% |
| 6M | +3.5% | -2.6% | +6.1% | +6.6% |
| YTD | -34.2% | -10.0% | -24.2% | -27.8% |
| 1Y | -27.1% | -7.7% | -19.4% | -21.9% |
| 3Y | -43.5% | +8.9% | -52.3% | -46.2% |
| 5Y | -92.9% | +6.0% | -98.9% | -92.9% |
| All | -78.3% | +82.3% | -160.6% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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