-77.7%
SNAP vs LEN
+95.6%
-173.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.6% |
| 7D | +0.7% | -3.2% | +3.9% | +2.1% |
| 30D | +2.6% | -4.9% | +7.5% | +4.8% |
| 3M | -9.9% | -8.5% | -1.4% | -6.9% |
| 6M | +1.9% | -20.7% | +22.5% | +11.0% |
| YTD | -32.2% | -17.4% | -14.8% | -28.3% |
| 1Y | -22.8% | -38.2% | +15.4% | -8.6% |
| 3Y | -47.6% | -24.9% | -22.7% | -44.1% |
| 5Y | -92.7% | -11.4% | -81.3% | -92.9% |
| All | -77.7% | +95.6% | -173.3% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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