-92.9%
SNAP vs ITW
+33.8%
-126.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.0% |
| 7D | -5.0% | -1.9% | -3.1% | -3.8% |
| 30D | -0.7% | -10.4% | +9.6% | +6.7% |
| 3M | -5.0% | +3.5% | -8.5% | -7.4% |
| 6M | +3.5% | -3.4% | +6.9% | +5.4% |
| YTD | -34.2% | +8.5% | -42.7% | -39.2% |
| 1Y | -27.1% | +3.2% | -30.3% | -30.3% |
| 3Y | -43.5% | +18.9% | -62.3% | -51.4% |
| 5Y | -92.9% | +35.0% | -127.9% | -96.1% |
| All | -92.9% | +33.8% | -126.7% | -96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling