-35.7%
SNAP vs IRE
-97.3%
+61.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +1.9% |
| 7D | -7.3% | -15.5% | +8.2% | -7.3% |
| 30D | -18.9% | -70.4% | +51.5% | -15.3% |
| 3M | -5.3% | -81.6% | +76.4% | +0.2% |
| 6M | -16.9% | -94.7% | +77.8% | -8.7% |
| YTD | -37.4% | -91.8% | +54.3% | -34.3% |
| 1Y | -38.5% | -97.6% | +59.1% | -36.7% |
| All | -35.7% | -97.3% | +61.6% | -33.1% |
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 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