-92.8%
SNAP vs INDA
+8.8%
-101.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +0.7% | +0.7% | 0.0% | -0.3% |
| 30D | +2.6% | -0.8% | +3.4% | +4.1% |
| 3M | -9.9% | +3.9% | -13.8% | -14.2% |
| 6M | +1.9% | -0.7% | +2.6% | +3.7% |
| YTD | -32.2% | -7.7% | -24.6% | -23.5% |
| 1Y | -22.8% | -5.1% | -17.8% | -17.3% |
| 3Y | -47.6% | +13.6% | -61.2% | -59.4% |
| All | -92.8% | +8.8% | -101.7% | -93.6% |
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