-79.2%
SNAP vs KEY
+62.0%
-141.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.7% | -11.3% | -12.9% |
| 7D | -10.4% | -2.5% | -7.9% | -9.3% |
| 30D | -11.9% | +4.1% | -16.0% | -13.2% |
| 3M | -4.5% | -8.4% | +3.9% | -1.1% |
| 6M | -16.7% | -2.3% | -14.4% | -16.1% |
| YTD | -36.9% | +4.6% | -41.5% | -38.2% |
| 1Y | -30.3% | +24.6% | -54.8% | -36.2% |
| 3Y | -52.5% | +112.8% | -165.3% | -64.4% |
| 5Y | -90.4% | +12.9% | -103.3% | -91.4% |
| All | -79.2% | +62.0% | -141.3% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling