-77.8%
SNAP vs IT
+66.2%
-144.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | +3.3% |
| 7D | +1.5% | -9.1% | +10.6% | +6.6% |
| 30D | +1.9% | -7.0% | +8.9% | +5.4% |
| 3M | -3.9% | +7.6% | -11.5% | -9.7% |
| 6M | +5.2% | +2.1% | +3.1% | -0.3% |
| YTD | -32.7% | -31.6% | -1.1% | -20.8% |
| 1Y | -24.8% | -29.9% | +5.1% | -13.8% |
| 3Y | -42.2% | -51.3% | +9.1% | -20.0% |
| 5Y | -92.7% | -44.8% | -47.9% | -90.5% |
| All | -77.8% | +66.2% | -144.0% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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