-89.6%
SNAP vs LUNR
+48.7%
-138.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +2.9% |
| 7D | +3.8% | -3.1% | +6.9% | +3.9% |
| 30D | +9.2% | -15.3% | +24.6% | +9.6% |
| 3M | +6.6% | -53.2% | +59.7% | +8.3% |
| 6M | +16.9% | -22.2% | +39.1% | +16.9% |
| YTD | -29.6% | -11.6% | -18.0% | -29.9% |
| 1Y | -22.1% | +68.4% | -90.5% | -23.4% |
| 3Y | -39.8% | +216.8% | -256.6% | -40.6% |
| All | -89.6% | +48.7% | -138.3% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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