-78.7%
SNAP vs ITW
+168.7%
-247.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -1.9% |
| 7D | +2.6% | +0.5% | +2.1% | +2.3% |
| 30D | -19.6% | +7.7% | -27.2% | -22.4% |
| 3M | +0.4% | -1.3% | +1.7% | +1.0% |
| 6M | -5.9% | +15.5% | -21.4% | -12.7% |
| YTD | -35.3% | +18.6% | -53.9% | -41.4% |
| 1Y | -42.6% | +19.8% | -62.4% | -48.4% |
| 3Y | -53.9% | +32.5% | -86.4% | -60.3% |
| 5Y | -90.3% | +35.3% | -125.6% | -91.9% |
| All | -78.7% | +168.7% | -247.4% | -87.9% |
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