-78.7%
SNAP vs KEY
+64.9%
-143.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | +2.6% | +1.8% | +0.8% | +1.9% |
| 30D | -19.6% | +7.1% | -26.7% | -21.6% |
| 3M | +0.4% | -5.9% | +6.3% | +2.9% |
| 6M | -5.9% | +2.2% | -8.1% | -6.9% |
| YTD | -35.3% | +6.4% | -41.7% | -37.0% |
| 1Y | -42.6% | +24.8% | -67.3% | -47.5% |
| 3Y | -53.9% | +125.2% | -179.1% | -66.1% |
| 5Y | -90.3% | +13.0% | -103.2% | -91.3% |
| All | -78.7% | +64.9% | -143.6% | -84.7% |
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