-53.8%
SNAP vs KEY
+106.2%
-160.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.2% |
| 7D | -7.1% | -1.3% | -5.8% | -6.1% |
| 30D | -14.6% | +5.1% | -19.8% | -16.9% |
| 3M | -5.0% | -7.1% | +2.1% | -0.6% |
| 6M | -18.8% | -4.4% | -14.5% | -16.9% |
| YTD | -38.5% | +4.0% | -42.6% | -40.5% |
| 1Y | -38.1% | +23.4% | -61.5% | -46.1% |
| 3Y | -53.8% | +113.9% | -167.7% | -68.8% |
| All | -53.8% | +106.2% | -160.0% | -68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling