-24.7%
SNAP vs ITW
+3.6%
-28.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | -5.0% | -1.9% | -3.1% | -4.7% |
| 30D | -0.7% | -10.4% | +9.6% | +1.0% |
| 3M | -5.0% | +3.5% | -8.5% | -4.1% |
| 6M | +3.5% | -3.4% | +6.9% | +3.0% |
| YTD | -34.2% | +8.5% | -42.7% | -33.5% |
| All | -24.7% | +3.6% | -28.3% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling