-36.8%
SNAP vs IRE
-97.2%
+60.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +39.6% | -42.1% | -4.5% |
| 7D | -7.1% | -27.2% | +20.1% | -6.5% |
| 30D | -14.6% | -75.1% | +60.5% | -10.1% |
| 3M | -5.0% | -77.9% | +72.9% | -0.4% |
| 6M | -18.8% | -94.6% | +75.8% | -11.0% |
| YTD | -38.5% | -91.5% | +53.0% | -35.5% |
| 1Y | -38.1% | -97.8% | +59.8% | -36.7% |
| All | -36.8% | -97.2% | +60.4% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling