-79.4%
SNAP vs KEY
+65.5%
-144.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +0.8% |
| 7D | -7.3% | -0.4% | -7.0% | -7.0% |
| 30D | -18.9% | +7.2% | -26.2% | -21.0% |
| 3M | -5.3% | -4.9% | -0.3% | -3.3% |
| 6M | -16.9% | +1.1% | -18.0% | -17.4% |
| YTD | -37.4% | +6.8% | -44.2% | -39.2% |
| 1Y | -38.5% | +23.3% | -61.8% | -43.5% |
| 3Y | -55.1% | +126.1% | -181.1% | -67.1% |
| 5Y | -90.8% | +15.2% | -106.0% | -91.8% |
| All | -79.4% | +65.5% | -144.9% | -85.3% |
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