-79.7%
SNAP vs KEY
+61.2%
-140.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.3% |
| 7D | -7.1% | -1.3% | -5.8% | -6.5% |
| 30D | -14.6% | +5.1% | -19.8% | -16.2% |
| 3M | -5.0% | -7.1% | +2.1% | -2.1% |
| 6M | -18.8% | -4.4% | -14.5% | -17.5% |
| YTD | -38.5% | +4.0% | -42.6% | -39.6% |
| 1Y | -38.1% | +23.4% | -61.5% | -43.1% |
| 3Y | -53.8% | +113.9% | -167.7% | -65.4% |
| 5Y | -90.7% | +12.3% | -103.0% | -91.6% |
| All | -79.7% | +61.2% | -140.9% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling