-33.0%
SNAP vs IRE
-98.1%
+65.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.4% | +15.1% | +1.5% |
| 7D | +6.0% | -31.8% | +37.9% | +7.9% |
| 30D | -13.8% | -71.8% | +58.0% | -9.6% |
| 3M | -0.8% | -88.9% | +88.2% | +7.6% |
| 6M | -6.2% | -95.4% | +89.1% | +3.4% |
| YTD | -34.8% | -94.2% | +59.4% | -30.4% |
| 1Y | -38.7% | -97.1% | +58.4% | -34.8% |
| All | -33.0% | -98.1% | +65.1% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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