-77.7%
SNAP vs ITW
+151.5%
-229.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.5% | -3.7% |
| 7D | +0.7% | -3.6% | +4.3% | +2.6% |
| 30D | +2.6% | -9.1% | +11.8% | +7.7% |
| 3M | -9.9% | +8.2% | -18.1% | -13.6% |
| 6M | +1.9% | -4.8% | +6.6% | +4.1% |
| YTD | -32.2% | +11.0% | -43.3% | -36.5% |
| 1Y | -22.8% | +4.2% | -27.1% | -25.6% |
| 3Y | -47.6% | +17.3% | -64.9% | -52.2% |
| 5Y | -92.7% | +33.0% | -125.7% | -93.8% |
| All | -77.7% | +151.5% | -229.2% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling