-42.2%
SNAP vs ITW
+21.4%
-63.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +1.5% | -0.4% | +1.9% | +1.8% |
| 30D | +1.9% | -9.4% | +11.3% | +9.0% |
| 3M | -3.9% | +7.1% | -11.0% | -8.6% |
| 6M | +5.2% | -1.9% | +7.1% | +6.1% |
| YTD | -32.7% | +10.4% | -43.2% | -39.3% |
| 1Y | -24.8% | +3.3% | -28.1% | -28.2% |
| 3Y | -42.2% | +21.0% | -63.2% | -53.6% |
| All | -42.2% | +21.4% | -63.5% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling