-79.7%
SNAP vs LEN
+109.0%
-188.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.6% | -1.3% |
| 7D | -7.1% | +2.1% | -9.2% | -8.0% |
| 30D | -14.6% | +16.6% | -31.2% | -20.1% |
| 3M | -5.0% | +5.3% | -10.3% | -7.7% |
| 6M | -18.8% | -0.8% | -18.1% | -19.5% |
| YTD | -38.5% | -11.7% | -26.8% | -37.2% |
| 1Y | -38.1% | -24.6% | -13.5% | -32.8% |
| 3Y | -53.8% | -18.7% | -35.1% | -52.5% |
| 5Y | -90.7% | -4.4% | -86.2% | -91.2% |
| All | -79.7% | +109.0% | -188.8% | -84.3% |
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