-91.0%
SNAP vs INDA
+8.0%
-99.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -5.0% |
| 7D | -7.1% | +6.6% | -13.8% | -15.3% |
| 30D | -14.6% | +10.4% | -25.0% | -26.0% |
| 3M | -5.0% | +1.5% | -6.5% | -7.0% |
| 6M | -18.8% | +1.7% | -20.5% | -20.4% |
| YTD | -38.5% | -5.8% | -32.7% | -32.9% |
| 1Y | -38.1% | -5.1% | -33.0% | -33.3% |
| 3Y | -53.8% | +16.0% | -69.8% | -65.0% |
| All | -91.0% | +8.0% | -99.0% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling