-53.8%
SNAP vs INDA
+15.9%
-69.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -4.6% |
| 7D | -7.1% | +6.6% | -13.8% | -13.9% |
| 30D | -14.6% | +10.4% | -25.0% | -24.2% |
| 3M | -5.0% | +1.5% | -6.5% | -6.6% |
| 6M | -18.8% | +1.7% | -20.5% | -20.0% |
| YTD | -38.5% | -5.8% | -32.7% | -34.2% |
| 1Y | -38.1% | -5.1% | -33.0% | -34.4% |
| 3Y | -53.8% | +16.0% | -69.8% | -66.3% |
| All | -53.8% | +15.9% | -69.7% | -66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling